+319.9%
MSTR vs SPYG
+533.7%
-213.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.2% | -6.1% |
| 7D | -11.5% | +4.2% | -15.7% | -16.3% |
| 30D | -24.8% | -7.4% | -17.4% | -16.4% |
| 3M | +20.6% | -5.3% | +25.9% | +31.4% |
| 6M | -38.0% | -1.2% | -36.8% | -35.6% |
| YTD | -24.7% | +9.0% | -33.7% | -29.6% |
| 1Y | -49.1% | +8.8% | -57.9% | -52.2% |
| 3Y | +124.7% | +92.8% | +31.9% | +12.0% |
| 5Y | +40.9% | +69.3% | -28.3% | -3.4% |
| 10Y | +481.5% | +398.4% | +83.1% | +18.4% |
| All | +319.9% | +533.7% | -213.9% | -28.1% |
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 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