+495.5%
MSTR vs SYY
+86.6%
+408.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.1% |
| 7D | -11.5% | +1.3% | -12.8% | -12.0% |
| 30D | -24.8% | -3.5% | -21.3% | -24.1% |
| 3M | +20.6% | -9.3% | +30.0% | +25.0% |
| 6M | -38.0% | +5.9% | -43.9% | -40.4% |
| YTD | -24.7% | +6.5% | -31.2% | -28.3% |
| 1Y | -49.1% | +4.0% | -53.1% | -51.1% |
| 3Y | +124.7% | +23.0% | +101.7% | +95.6% |
| 5Y | +40.9% | +14.3% | +26.6% | +33.1% |
| All | +495.5% | +86.6% | +408.9% | +328.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling