+690.7%
MSTR vs SPXU
-99.5%
+790.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -3.4% |
| 7D | +9.3% | -1.5% | +10.8% | +8.8% |
| 30D | +36.5% | +3.7% | +32.8% | +40.2% |
| 3M | +7.3% | -9.6% | +16.9% | +4.0% |
| 6M | +2.2% | -32.4% | +34.6% | -13.2% |
| YTD | -10.2% | -28.7% | +18.5% | -19.7% |
| 1Y | -58.6% | -38.2% | -20.4% | -65.0% |
| 3Y | +283.2% | -80.4% | +363.6% | +127.2% |
| 5Y | +113.8% | -86.0% | +199.8% | +51.9% |
| 10Y | +690.7% | -99.5% | +790.2% | +206.6% |
| All | +690.7% | -99.5% | +790.2% | +206.6% |
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