+592.8%
MSTR vs SPMO
+572.4%
+20.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -3.3% |
| 7D | +12.2% | +2.0% | +10.2% | +9.6% |
| 30D | +45.2% | -0.4% | +45.5% | +45.9% |
| 3M | +10.4% | -1.9% | +12.3% | +10.8% |
| 6M | -2.5% | +25.0% | -27.5% | -28.1% |
| YTD | -6.0% | +26.0% | -32.0% | -30.7% |
| 1Y | -56.4% | +28.7% | -85.1% | -68.4% |
| 3Y | +306.3% | +160.9% | +145.4% | +39.1% |
| 5Y | +100.5% | +147.9% | -47.4% | -23.3% |
| 10Y | +741.1% | +518.9% | +222.2% | +109.8% |
| All | +592.8% | +572.4% | +20.4% | +51.1% |
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