+304.5%
MSTR vs SPYM
+80.9%
+223.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.5% |
| 7D | +12.2% | +0.1% | +12.1% | +12.3% |
| 30D | +45.2% | +0.1% | +45.1% | +45.7% |
| 3M | +10.4% | +2.0% | +8.3% | +6.5% |
| 6M | -2.5% | +13.1% | -15.5% | -26.1% |
| YTD | -6.0% | +13.6% | -19.6% | -28.4% |
| 1Y | -56.4% | +20.1% | -76.5% | -70.6% |
| All | +304.5% | +80.9% | +223.6% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling