+495.5%
MSTR vs SPXS
-99.5%
+595.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.0% | -7.5% | -5.9% |
| 7D | -11.5% | -9.5% | -2.0% | -16.4% |
| 30D | -24.8% | +7.4% | -32.2% | -20.0% |
| 3M | +20.6% | +6.1% | +14.5% | +29.1% |
| 6M | -38.0% | -7.3% | -30.7% | -36.8% |
| YTD | -24.7% | -26.7% | +2.0% | -29.7% |
| 1Y | -49.1% | -26.2% | -22.9% | -51.9% |
| 3Y | +124.7% | -80.3% | +205.0% | +35.8% |
| 5Y | +40.9% | -83.4% | +124.4% | +8.7% |
| All | +495.5% | -99.5% | +595.0% | +121.1% |
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