+1,489.4%
MSTR vs SPYM
+819.0%
+670.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | -0.6% |
| 7D | -14.2% | -0.9% | -13.2% | -13.0% |
| 30D | -19.9% | -2.4% | -17.5% | -16.9% |
| 3M | +27.3% | -1.1% | +28.5% | +30.9% |
| 6M | -37.6% | +3.3% | -40.9% | -38.8% |
| YTD | -19.5% | +12.4% | -31.8% | -27.5% |
| 1Y | -47.1% | +12.5% | -59.6% | -52.4% |
| 3Y | +140.3% | +79.1% | +61.2% | +35.1% |
| 5Y | +49.5% | +75.7% | -26.2% | -2.7% |
| 10Y | +521.9% | +313.9% | +208.0% | +91.2% |
| All | +1,489.4% | +819.0% | +670.3% | +158.0% |
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