+1,019.6%
SPY vs MSTR
+1,413.4%
-393.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | 0.0% |
| 7D | -0.6% | -10.7% | +10.1% | +0.4% |
| 30D | -3.7% | -21.6% | +17.9% | -1.7% |
| 3M | -2.7% | +24.4% | -27.1% | -5.5% |
| 6M | +2.2% | -35.5% | +37.6% | +4.9% |
| YTD | +10.8% | -20.3% | +31.2% | +10.3% |
| 1Y | +11.2% | -49.3% | +60.6% | +15.2% |
| 3Y | +76.5% | +137.8% | -61.3% | +46.2% |
| 5Y | +72.9% | +48.3% | +24.6% | +39.3% |
| 10Y | +304.8% | +526.8% | -222.0% | +165.6% |
| All | +1,019.6% | +1,413.4% | -393.8% | +399.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling