+554.5%
MSTR vs P
+748.5%
-194.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.3% | -8.9% | -5.2% |
| 7D | -4.0% | -9.6% | +5.7% | -0.4% |
| 30D | -18.6% | -33.4% | +14.8% | -4.8% |
| 3M | +25.6% | +14.2% | +11.4% | +13.7% |
| 6M | -33.1% | +31.6% | -64.6% | -44.4% |
| YTD | -17.3% | +53.5% | -70.8% | -36.0% |
| 1Y | -48.1% | +14.2% | -62.3% | -55.9% |
| 3Y | +154.2% | +190.5% | -36.3% | +34.9% |
| 5Y | +46.2% | +256.3% | -210.1% | -27.2% |
| 10Y | +554.5% | +707.9% | -153.3% | +160.6% |
| All | +554.5% | +748.5% | -194.0% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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