+27.3%
MSTR vs SSPC
-26.5%
+53.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.5% | +1.9% |
| 7D | -14.2% | -11.1% | -3.1% | -14.9% |
| 30D | -19.9% | +19.1% | -38.9% | -15.9% |
| 3M | +27.3% | -31.7% | +59.0% | +27.6% |
| All | +27.3% | -26.5% | +53.9% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 3mo: compounded portfolio wealth divided by compounded SSPC 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…
3mo analysis · Full analysis span regression · Available span rolling