+49.5%
MSTR vs SPYG
+71.0%
-21.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | -2.6% |
| 7D | -14.2% | -1.5% | -12.6% | -11.6% |
| 30D | -19.9% | -7.2% | -12.7% | -5.3% |
| 3M | +27.3% | -4.6% | +32.0% | +43.6% |
| 6M | -37.6% | -1.2% | -36.3% | -34.7% |
| YTD | -19.5% | +9.3% | -28.8% | -31.1% |
| 1Y | -47.1% | +8.8% | -56.0% | -54.3% |
| 3Y | +140.3% | +93.3% | +47.0% | -41.6% |
| 5Y | +49.5% | +71.7% | -22.2% | -45.3% |
| All | +49.5% | +71.0% | -21.4% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling