+120.4%
MSTR vs SPY
+82.0%
+38.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.4% |
| 7D | +12.2% | +0.1% | +12.1% | +12.3% |
| 30D | +45.2% | +0.1% | +45.1% | +45.9% |
| 3M | +10.4% | +2.0% | +8.4% | +6.2% |
| 6M | -2.5% | +13.0% | -15.5% | -27.8% |
| YTD | -6.0% | +13.5% | -19.6% | -30.0% |
| 1Y | -56.4% | +20.0% | -76.4% | -71.7% |
| 3Y | +306.3% | +77.2% | +229.1% | -2.2% |
| All | +120.4% | +82.0% | +38.3% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling