+481.0%
MSTR vs SPXU
-99.5%
+580.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.7% | -1.7% |
| 7D | -13.4% | -7.6% | -5.9% | -17.2% |
| 30D | -22.1% | +5.3% | -27.4% | -18.1% |
| 3M | +15.0% | +9.6% | +5.3% | +25.3% |
| 6M | -37.3% | -4.5% | -32.8% | -35.1% |
| YTD | -26.5% | -25.9% | -0.7% | -31.0% |
| 1Y | -46.5% | -28.9% | -17.6% | -50.6% |
| 3Y | +121.1% | -80.5% | +201.6% | +32.9% |
| 5Y | +37.5% | -83.4% | +120.9% | +5.9% |
| All | +481.0% | -99.5% | +580.5% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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