+180.5%
MSTR vs P
+175.5%
+5.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.7% |
| 7D | -1.2% | -23.8% | +22.6% | +9.3% |
| 30D | -15.9% | -36.6% | +20.7% | -0.2% |
| 3M | +33.1% | +10.9% | +22.2% | +22.1% |
| 6M | -31.0% | +30.0% | -61.0% | -42.6% |
| YTD | -15.1% | +44.4% | -59.5% | -32.9% |
| 1Y | -45.6% | +3.9% | -49.6% | -52.4% |
| 3Y | +180.5% | +176.6% | +3.9% | +69.1% |
| All | +180.5% | +175.5% | +5.0% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling