+554.5%
MSTR vs SPYM
+316.3%
+238.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -6.6% |
| 7D | -4.0% | +0.1% | -4.0% | -3.9% |
| 30D | -18.6% | -3.3% | -15.3% | -13.2% |
| 3M | +25.6% | -2.4% | +28.0% | +32.9% |
| 6M | -33.1% | +2.6% | -35.6% | -34.2% |
| YTD | -17.3% | +11.3% | -28.7% | -27.4% |
| 1Y | -48.1% | +13.5% | -61.6% | -55.8% |
| 3Y | +154.2% | +80.3% | +73.9% | +15.6% |
| 5Y | +46.2% | +72.7% | -26.5% | -21.7% |
| 10Y | +554.5% | +312.2% | +242.3% | +66.8% |
| All | +554.5% | +316.3% | +238.2% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling