+1,089.0%
MSTR vs SYY
+1,193.7%
-104.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.4% |
| 7D | -4.0% | -4.1% | +0.2% | -2.6% |
| 30D | -18.6% | +0.3% | -18.9% | -19.2% |
| 3M | +25.6% | -6.3% | +31.9% | +28.2% |
| 6M | -33.1% | +9.7% | -42.7% | -36.5% |
| YTD | -17.3% | +9.4% | -26.8% | -22.0% |
| 1Y | -48.1% | +7.3% | -55.4% | -50.7% |
| 3Y | +154.2% | +27.6% | +126.5% | +120.4% |
| 5Y | +46.2% | +12.5% | +33.7% | +38.8% |
| 10Y | +554.5% | +87.4% | +467.1% | +360.5% |
| All | +1,089.0% | +1,193.7% | -104.7% | +360.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling