+487.4%
MSTR vs SPMO
+483.2%
+4.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.4% |
| 7D | -10.7% | -2.6% | -8.1% | -8.1% |
| 30D | -21.6% | -14.2% | -7.3% | -5.3% |
| 3M | +24.4% | -12.7% | +37.1% | +47.4% |
| 6M | -35.5% | -9.6% | -25.9% | -28.6% |
| YTD | -20.3% | +9.3% | -29.6% | -29.8% |
| 1Y | -49.3% | +8.2% | -57.6% | -54.7% |
| 3Y | +137.8% | +119.4% | +18.4% | +0.3% |
| 5Y | +48.3% | +112.5% | -64.2% | -31.8% |
| 10Y | +526.8% | +449.2% | +77.6% | +85.5% |
| All | +487.4% | +483.2% | +4.2% | +53.1% |
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