+424.0%
MSTR vs SPYG
+564.9%
-140.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.2% |
| 7D | +12.2% | +0.4% | +11.8% | +11.9% |
| 30D | +45.2% | -0.4% | +45.6% | +46.7% |
| 3M | +10.4% | +0.5% | +9.8% | +10.8% |
| 6M | -2.5% | +17.5% | -19.9% | -19.1% |
| YTD | -6.0% | +14.3% | -20.4% | -18.3% |
| 1Y | -56.4% | +21.7% | -78.1% | -64.7% |
| 3Y | +306.3% | +98.6% | +207.7% | +92.9% |
| 5Y | +100.5% | +85.1% | +15.4% | +22.4% |
| 10Y | +741.1% | +412.0% | +329.1% | +62.9% |
| All | +424.0% | +564.9% | -140.8% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling