+622.7%
MSTR vs P
+485.4%
+137.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.9% |
| 7D | +12.2% | +6.5% | +5.6% | +9.7% |
| 30D | +45.2% | +18.8% | +26.3% | +32.9% |
| 3M | +10.4% | +26.7% | -16.4% | -2.4% |
| 6M | -2.5% | +62.2% | -64.7% | -23.1% |
| YTD | -6.0% | +48.5% | -54.5% | -23.1% |
| 1Y | -56.4% | +26.4% | -82.8% | -63.1% |
| 3Y | +306.3% | +159.4% | +146.9% | +145.9% |
| 5Y | +100.5% | +275.8% | -175.3% | +9.3% |
| 10Y | +741.1% | +732.0% | +9.1% | +277.0% |
| All | +622.7% | +485.4% | +137.4% | +225.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling