+300.8%
MSTR vs SPYG
+101.7%
+199.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.1% |
| 7D | +12.2% | +0.4% | +11.8% | +11.8% |
| 30D | +45.2% | -0.4% | +45.6% | +47.4% |
| 3M | +10.4% | +0.5% | +9.8% | +10.4% |
| 6M | -2.5% | +17.5% | -19.9% | -26.9% |
| YTD | -6.0% | +14.3% | -20.4% | -24.8% |
| 1Y | -56.4% | +21.7% | -78.1% | -68.7% |
| All | +300.8% | +101.7% | +199.1% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling