+161.0%
MSTR vs SYY
+24.0%
+137.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.8% |
| 7D | -1.2% | -7.3% | +6.1% | +0.3% |
| 30D | -15.9% | +0.1% | -16.0% | -16.5% |
| 3M | +33.1% | -8.2% | +41.4% | +35.4% |
| 6M | -31.0% | +6.3% | -37.2% | -33.1% |
| YTD | -15.1% | +7.3% | -22.5% | -17.6% |
| 1Y | -45.6% | +8.5% | -54.1% | -47.5% |
| All | +161.0% | +24.0% | +137.0% | +134.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling