-37.6%
MSTR vs SYY
+7.8%
-45.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +0.8% |
| 7D | -14.2% | 0.0% | -14.2% | -14.2% |
| 30D | -19.9% | -2.2% | -17.6% | -20.7% |
| 3M | +27.3% | -8.0% | +35.4% | +23.7% |
| 6M | -37.6% | +7.5% | -45.0% | -32.6% |
| All | -37.6% | +7.8% | -45.4% | -32.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling