+142.3%
MSTR vs SPOT
+258.3%
-116.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -14.2% | -3.0% | -11.2% | -13.1% |
| 30D | -19.9% | +15.2% | -35.1% | -24.6% |
| 3M | +27.3% | +21.6% | +5.7% | +15.5% |
| 6M | -37.6% | +45.2% | -82.8% | -48.4% |
| YTD | -19.5% | +4.9% | -24.4% | -23.1% |
| 1Y | -47.1% | -4.8% | -42.4% | -46.7% |
| All | +142.3% | +258.3% | -116.0% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling