-42.3%
MSTR vs SPYG
+10.8%
-53.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +2.4% |
| 7D | -1.8% | -2.8% | +1.0% | +4.7% |
| 30D | -13.3% | -6.2% | -7.1% | +0.3% |
| 3M | +46.0% | -3.6% | +49.6% | +60.9% |
| 6M | -22.4% | +4.8% | -27.2% | -28.1% |
| YTD | -6.2% | +11.0% | -17.2% | -22.1% |
| 1Y | -42.3% | +11.2% | -53.5% | -52.3% |
| All | -42.3% | +10.8% | -53.1% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling