+1,574.9%
MSTR vs SPYM
+789.7%
+785.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.7% |
| 7D | -1.2% | -2.7% | +1.5% | +2.6% |
| 30D | -15.9% | -5.4% | -10.6% | -9.1% |
| 3M | +33.1% | -4.1% | +37.2% | +42.4% |
| 6M | -31.0% | +0.8% | -31.8% | -30.0% |
| YTD | -15.1% | +8.8% | -23.9% | -20.2% |
| 1Y | -45.6% | +11.0% | -56.6% | -50.1% |
| 3Y | +180.5% | +75.5% | +105.0% | +62.4% |
| 5Y | +61.7% | +68.4% | -6.8% | +10.8% |
| 10Y | +578.0% | +316.1% | +261.9% | +110.3% |
| All | +1,574.9% | +789.7% | +785.2% | +183.8% |
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 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