+73.2%
SPY vs MSTR
+41.1%
+32.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.3% |
| 7D | +3.3% | -11.5% | +14.8% | +4.5% |
| 30D | -2.7% | -24.8% | +22.1% | -0.2% |
| 3M | -1.7% | +20.6% | -22.4% | -4.4% |
| 6M | +3.1% | -38.0% | +41.0% | +6.4% |
| YTD | +11.9% | -24.7% | +36.6% | +12.0% |
| 1Y | +12.0% | -49.1% | +61.0% | +16.2% |
| 3Y | +78.2% | +124.7% | -46.5% | +43.2% |
| 5Y | +73.2% | +40.9% | +32.3% | +34.8% |
| All | +73.2% | +41.1% | +32.2% | +34.8% |
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 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