+180.5%
MSTR vs SPY
+75.1%
+105.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -1.1% |
| 7D | -1.2% | -2.7% | +1.5% | +6.2% |
| 30D | -15.9% | -5.4% | -10.5% | -2.2% |
| 3M | +33.1% | -4.1% | +37.2% | +51.3% |
| 6M | -31.0% | +0.7% | -31.7% | -29.8% |
| YTD | -15.1% | +8.7% | -23.8% | -26.3% |
| 1Y | -45.6% | +10.9% | -56.5% | -55.0% |
| 3Y | +180.5% | +75.0% | +105.5% | +36.0% |
| All | +180.5% | +75.1% | +105.4% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling