+554.4%
MSTR vs P
+449.6%
+104.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -16.4% | +7.1% | -3.0% |
| 7D | -8.7% | -31.9% | +23.2% | +5.3% |
| 30D | -21.4% | -36.5% | +15.1% | -7.4% |
| 3M | +31.4% | +11.6% | +19.9% | +21.3% |
| 6M | -30.8% | +25.2% | -56.0% | -40.4% |
| YTD | -14.9% | +39.4% | -54.3% | -29.8% |
| 1Y | -49.3% | -3.7% | -45.6% | -53.1% |
| 3Y | +184.8% | +167.3% | +17.6% | +67.9% |
| 5Y | +62.1% | +237.3% | -175.2% | -10.0% |
| 10Y | +580.0% | +698.6% | -118.7% | +206.6% |
| All | +554.4% | +449.6% | +104.8% | +196.8% |
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