+1,026.0%
MSTR vs SPOT
+227.0%
+799.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | +0.3% |
| 7D | +12.2% | -0.9% | +13.1% | +12.6% |
| 30D | +45.2% | +12.5% | +32.7% | +35.0% |
| 3M | +10.4% | +9.9% | +0.5% | +3.8% |
| 6M | -2.5% | +1.6% | -4.0% | -6.8% |
| YTD | -6.0% | -6.6% | +0.6% | -7.2% |
| 1Y | -56.4% | -22.9% | -33.5% | -52.1% |
| 3Y | +306.3% | +244.3% | +62.0% | +85.0% |
| 5Y | +100.5% | +117.8% | -17.3% | +2.4% |
| All | +1,026.0% | +227.0% | +799.0% | +412.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling