+2,494.2%
MSTR vs SPXU
-100.0%
+2,594.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.7% |
| 7D | -1.2% | +7.6% | -8.8% | +3.6% |
| 30D | -15.9% | +17.5% | -33.4% | -6.9% |
| 3M | +33.1% | +14.7% | +18.5% | +47.3% |
| 6M | -31.0% | -0.1% | -30.9% | -27.0% |
| YTD | -15.1% | -19.8% | +4.7% | -16.4% |
| 1Y | -45.6% | -23.7% | -21.9% | -47.4% |
| 3Y | +180.5% | -79.5% | +260.0% | +82.3% |
| 5Y | +61.7% | -81.9% | +143.5% | +40.0% |
| 10Y | +578.0% | -99.5% | +677.5% | +124.9% |
| All | +2,494.2% | -100.0% | +2,594.2% | +223.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling