+645.5%
MSTR vs PANW
+1,311.5%
-666.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.6% |
| 7D | -11.2% | +2.0% | -13.2% | -12.2% |
| 30D | +33.8% | -11.8% | +45.6% | +42.0% |
| 3M | +11.5% | +28.6% | -17.1% | -3.6% |
| 6M | -7.2% | +104.4% | -111.6% | -38.4% |
| YTD | -15.4% | +83.8% | -99.2% | -40.2% |
| 1Y | -60.6% | +71.5% | -132.2% | -71.0% |
| 3Y | +260.8% | +172.2% | +88.7% | +101.9% |
| 5Y | +108.8% | +332.2% | -223.4% | -4.7% |
| All | +645.5% | +1,311.5% | -666.0% | +134.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling