-47.1%
MSTR vs P
+17.1%
-64.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.4% | -0.3% |
| 7D | -14.2% | -4.7% | -9.4% | -13.1% |
| 30D | -19.9% | -31.4% | +11.6% | -11.0% |
| 3M | +27.3% | -2.6% | +30.0% | +25.4% |
| 6M | -37.6% | +21.9% | -59.5% | -44.5% |
| YTD | -19.5% | +58.9% | -78.4% | -36.0% |
| 1Y | -47.1% | +21.7% | -68.9% | -58.0% |
| All | -47.1% | +17.1% | -64.3% | -58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling