+1,755.0%
MSTR vs SPYM
+829.4%
+925.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | +12.2% | +0.1% | +12.1% | +12.2% |
| 30D | +45.2% | +0.1% | +45.1% | +45.5% |
| 3M | +10.4% | +2.0% | +8.3% | +8.8% |
| 6M | -2.5% | +13.1% | -15.5% | -14.6% |
| YTD | -6.0% | +13.6% | -19.6% | -17.4% |
| 1Y | -56.4% | +20.1% | -76.5% | -63.9% |
| 3Y | +306.3% | +77.6% | +228.7% | +128.7% |
| 5Y | +100.5% | +82.5% | +17.9% | +24.7% |
| 10Y | +741.1% | +317.6% | +423.5% | +152.7% |
| All | +1,755.0% | +829.4% | +925.6% | +194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling