+72.6%
SPY vs MSTR
+36.1%
+36.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | -0.1% |
| 7D | +2.6% | -13.4% | +16.0% | +4.0% |
| 30D | -2.0% | -22.1% | +20.1% | +0.2% |
| 3M | -2.8% | +15.0% | -17.7% | -4.9% |
| 6M | +2.1% | -37.3% | +39.4% | +5.3% |
| YTD | +11.5% | -26.5% | +38.0% | +11.8% |
| 1Y | +13.5% | -46.5% | +59.9% | +17.2% |
| 3Y | +77.7% | +121.1% | -43.4% | +42.9% |
| All | +72.6% | +36.1% | +36.4% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling