+113.8%
MSTR vs SPYG
+84.3%
+29.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.3% |
| 7D | +9.3% | +1.2% | +8.1% | +7.0% |
| 30D | +36.5% | -1.6% | +38.1% | +42.3% |
| 3M | +7.3% | +3.4% | +4.0% | +0.6% |
| 6M | +2.2% | +18.9% | -16.7% | -29.0% |
| YTD | -10.2% | +13.8% | -23.9% | -30.1% |
| 1Y | -58.6% | +20.6% | -79.2% | -71.5% |
| 3Y | +283.2% | +100.5% | +182.7% | -13.6% |
| 5Y | +113.8% | +84.6% | +29.2% | -29.2% |
| All | +113.8% | +84.3% | +29.5% | -29.2% |
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