+40.4%
MSTR vs PANW
+271.8%
-231.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -13.4% | +2.7% | -16.1% | -15.0% |
| 30D | -22.1% | -14.1% | -8.0% | -14.6% |
| 3M | +15.0% | -18.6% | +33.6% | +28.0% |
| 6M | -37.3% | +41.5% | -78.8% | -52.9% |
| YTD | -26.5% | +74.9% | -101.5% | -52.9% |
| 1Y | -46.5% | +57.4% | -103.8% | -63.1% |
| 3Y | +121.1% | +152.1% | -31.0% | +0.2% |
| All | +40.4% | +271.8% | -231.4% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling