+521.9%
MSTR vs SPY
+311.8%
+210.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | -1.2% |
| 7D | -14.2% | -0.9% | -13.3% | -12.8% |
| 30D | -19.9% | -2.4% | -17.5% | -15.9% |
| 3M | +27.3% | -1.2% | +28.5% | +31.9% |
| 6M | -37.6% | +3.3% | -40.9% | -39.4% |
| YTD | -19.5% | +12.3% | -31.8% | -30.5% |
| 1Y | -47.1% | +12.4% | -59.6% | -54.4% |
| 3Y | +140.3% | +78.8% | +61.5% | +8.9% |
| 5Y | +49.5% | +75.2% | -25.7% | -22.3% |
| 10Y | +521.9% | +311.1% | +210.8% | +48.3% |
| All | +521.9% | +311.8% | +210.1% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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