+455.1%
MSTR vs SPMO
+504.7%
-49.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | -11.5% | +9.8% | -21.3% | -21.5% |
| 30D | -24.8% | -9.2% | -15.6% | -15.4% |
| 3M | +20.6% | -11.0% | +31.6% | +39.5% |
| 6M | -38.0% | -6.6% | -31.3% | -34.2% |
| YTD | -24.7% | +13.3% | -38.0% | -36.6% |
| 1Y | -49.1% | +12.7% | -61.7% | -56.7% |
| 3Y | +124.7% | +127.5% | -2.8% | -9.4% |
| 5Y | +40.9% | +117.4% | -76.4% | -37.5% |
| 10Y | +481.5% | +469.5% | +12.0% | +64.4% |
| All | +455.1% | +504.7% | -49.7% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling