-58.6%
MSTR vs SPOT
-25.6%
-33.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -3.7% |
| 7D | +9.3% | -2.9% | +12.2% | +10.1% |
| 30D | +36.5% | +8.3% | +28.2% | +32.6% |
| 3M | +7.3% | +5.1% | +2.3% | +5.0% |
| 6M | +2.2% | -6.5% | +8.7% | +5.3% |
| YTD | -10.2% | -9.0% | -1.2% | -1.2% |
| 1Y | -58.6% | -26.4% | -32.2% | -46.5% |
| All | -58.6% | -25.6% | -33.0% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPOT 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling