+79.0%
SPY vs MSTR
+143.7%
-64.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.2% |
| 7D | -0.9% | -14.2% | +13.3% | +0.2% |
| 30D | -2.4% | -19.9% | +17.5% | -0.9% |
| 3M | -1.2% | +27.3% | -28.5% | -3.4% |
| 6M | +3.3% | -37.6% | +40.9% | +5.7% |
| YTD | +12.3% | -19.5% | +31.8% | +11.9% |
| 1Y | +12.4% | -47.1% | +59.6% | +15.2% |
| All | +79.0% | +143.7% | -64.7% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling