-42.3%
MSTR vs PANW
+61.3%
-103.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.4% |
| 7D | -1.8% | -11.8% | +10.0% | +4.3% |
| 30D | -13.3% | -14.4% | +1.1% | -6.7% |
| 3M | +46.0% | -5.0% | +51.0% | +46.8% |
| 6M | -22.4% | +88.6% | -111.0% | -50.5% |
| YTD | -6.2% | +88.9% | -95.1% | -39.7% |
| 1Y | -42.3% | +62.2% | -104.5% | -58.3% |
| All | -42.3% | +61.3% | -103.6% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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