+304.5%
MSTR vs SYY
+26.8%
+277.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | +12.2% | -2.3% | +14.5% | +12.9% |
| 30D | +45.2% | -4.9% | +50.1% | +47.3% |
| 3M | +10.4% | +8.4% | +2.0% | +7.0% |
| 6M | -2.5% | -7.4% | +4.9% | -0.8% |
| YTD | -6.0% | +11.0% | -17.0% | -9.5% |
| 1Y | -56.4% | -0.2% | -56.2% | -56.5% |
| All | +304.5% | +26.8% | +277.7% | +252.9% |
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