+1,046.2%
MSTR vs SYY
+1,181.3%
-135.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.2% |
| 7D | -10.7% | +4.7% | -15.5% | -12.4% |
| 30D | -21.6% | -0.7% | -20.9% | -21.8% |
| 3M | +24.4% | -6.8% | +31.2% | +27.2% |
| 6M | -35.5% | +8.6% | -44.1% | -38.5% |
| YTD | -20.3% | +8.4% | -28.7% | -24.5% |
| 1Y | -49.3% | +7.1% | -56.4% | -51.9% |
| 3Y | +137.8% | +25.2% | +112.6% | +107.9% |
| 5Y | +48.3% | +13.0% | +35.4% | +40.6% |
| 10Y | +526.8% | +88.9% | +437.9% | +339.8% |
| All | +1,046.2% | +1,181.3% | -135.1% | +345.7% |
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