+570.4%
MSTR vs SPY
+312.9%
+257.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.8% |
| 7D | -1.2% | -2.7% | +1.5% | +4.0% |
| 30D | -15.9% | -5.4% | -10.5% | -6.6% |
| 3M | +33.1% | -4.1% | +37.2% | +45.7% |
| 6M | -31.0% | +0.7% | -31.7% | -29.8% |
| YTD | -15.1% | +8.7% | -23.8% | -22.3% |
| 1Y | -45.6% | +10.9% | -56.5% | -51.9% |
| 3Y | +180.5% | +75.0% | +105.5% | +32.7% |
| 5Y | +61.7% | +67.8% | -6.1% | -9.9% |
| All | +570.4% | +312.9% | +257.6% | +69.8% |
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