+690.7%
MSTR vs SPY
+311.3%
+379.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -3.5% |
| 7D | +9.3% | +0.5% | +8.8% | +8.6% |
| 30D | +36.5% | -0.9% | +37.5% | +39.3% |
| 3M | +7.3% | +3.9% | +3.4% | +1.8% |
| 6M | +2.2% | +14.5% | -12.3% | -16.7% |
| YTD | -10.2% | +12.9% | -23.1% | -24.0% |
| 1Y | -58.6% | +19.4% | -78.0% | -67.8% |
| 3Y | +283.2% | +78.5% | +204.7% | +73.4% |
| 5Y | +113.8% | +81.8% | +32.0% | +6.7% |
| 10Y | +690.7% | +311.5% | +379.2% | +105.3% |
| All | +690.7% | +311.3% | +379.4% | +105.3% |
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