+107.1%
MSTR vs PANW
+331.7%
-224.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.4% |
| 7D | +7.7% | +2.0% | +5.7% | +6.4% |
| 30D | +36.3% | -13.0% | +49.3% | +48.2% |
| 3M | +13.4% | +28.6% | -15.2% | -6.4% |
| 6M | -4.5% | +103.0% | -107.5% | -44.1% |
| YTD | -12.7% | +81.9% | -94.6% | -44.4% |
| 1Y | -59.6% | +69.6% | -129.2% | -72.9% |
| 3Y | +272.5% | +169.4% | +103.0% | +62.9% |
| 5Y | +107.1% | +331.0% | -223.9% | -40.6% |
| All | +107.1% | +331.7% | -224.6% | -40.6% |
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