+526.8%
MSTR vs SPXS
-99.5%
+626.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.0% |
| 7D | -10.7% | +0.4% | -11.2% | -9.5% |
| 30D | -21.6% | +10.8% | -32.4% | -15.1% |
| 3M | +24.4% | +9.6% | +14.7% | +35.5% |
| 6M | -35.5% | -4.7% | -30.7% | -33.3% |
| YTD | -20.3% | -24.6% | +4.2% | -24.4% |
| 1Y | -49.3% | -24.6% | -24.8% | -51.6% |
| 3Y | +137.8% | -79.8% | +217.5% | +46.0% |
| 5Y | +48.3% | -83.3% | +131.6% | +15.4% |
| 10Y | +526.8% | -99.5% | +626.3% | +139.1% |
| All | +526.8% | -99.5% | +626.3% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling