+49.9%
MSTR vs P
+247.4%
-197.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -2.1% |
| 7D | -1.2% | -23.8% | +22.6% | +12.3% |
| 30D | -15.9% | -36.6% | +20.7% | +4.5% |
| 3M | +33.1% | +10.9% | +22.2% | +18.7% |
| 6M | -31.0% | +30.0% | -61.0% | -45.9% |
| YTD | -15.1% | +44.4% | -59.5% | -37.8% |
| 1Y | -45.6% | +3.9% | -49.6% | -54.3% |
| 3Y | +180.5% | +176.6% | +3.9% | +3.8% |
| All | +49.9% | +247.4% | -197.5% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling