+1,252.0%
MSTR vs SPY
+1,026.1%
+225.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | +12.2% | +0.1% | +12.1% | +12.3% |
| 30D | +45.2% | +0.1% | +45.1% | +45.6% |
| 3M | +10.4% | +2.0% | +8.4% | +8.6% |
| 6M | -2.5% | +13.0% | -15.5% | -16.1% |
| YTD | -6.0% | +13.5% | -19.6% | -18.7% |
| 1Y | -56.4% | +20.0% | -76.4% | -64.8% |
| 3Y | +306.3% | +77.2% | +229.1% | +109.3% |
| 5Y | +100.5% | +81.9% | +18.6% | +17.9% |
| 10Y | +741.1% | +314.1% | +427.0% | +72.4% |
| All | +1,252.0% | +1,026.1% | +225.9% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling