+677.4%
MSTR vs SPYM
+316.7%
+360.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.0% |
| 7D | +7.7% | -0.4% | +8.1% | +8.7% |
| 30D | +36.3% | -1.4% | +37.7% | +40.2% |
| 3M | +13.4% | +3.7% | +9.7% | +7.9% |
| 6M | -4.5% | +13.0% | -17.5% | -20.3% |
| YTD | -12.7% | +12.5% | -25.1% | -25.4% |
| 1Y | -59.6% | +18.6% | -78.2% | -68.1% |
| 3Y | +272.5% | +78.0% | +194.4% | +71.4% |
| 5Y | +107.1% | +82.3% | +24.8% | +4.4% |
| 10Y | +677.4% | +322.9% | +354.5% | +102.2% |
| All | +677.4% | +316.7% | +360.7% | +102.2% |
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