+312.8%
SPY vs MSTR
+739.0%
-426.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +0.1% | +12.2% | -12.1% | -1.2% |
| 30D | +0.1% | +45.2% | -45.1% | -4.0% |
| 3M | +2.0% | +10.4% | -8.4% | +0.1% |
| 6M | +13.0% | -2.5% | +15.5% | +11.7% |
| YTD | +13.5% | -6.0% | +19.6% | +11.7% |
| 1Y | +20.0% | -56.4% | +76.4% | +26.7% |
| 3Y | +77.2% | +306.3% | -229.1% | +34.8% |
| 5Y | +81.9% | +100.5% | -18.6% | +36.5% |
| All | +312.8% | +739.0% | -426.2% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 10y: compounded portfolio wealth divided by compounded MSTR 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…
10y analysis · Full analysis span regression · 6 months rolling