+1,138.2%
MSTR vs PANW
+3,525.7%
-2,387.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +12.2% | -10.3% | +22.5% | +17.4% |
| 30D | +45.2% | -8.1% | +53.3% | +49.7% |
| 3M | +10.4% | +19.3% | -9.0% | +1.5% |
| 6M | -2.5% | +110.2% | -112.7% | -30.6% |
| YTD | -6.0% | +80.9% | -86.9% | -28.2% |
| 1Y | -56.4% | +73.3% | -129.7% | -66.0% |
| 3Y | +306.3% | +174.6% | +131.7% | +158.1% |
| 5Y | +100.5% | +327.1% | -226.6% | +10.6% |
| 10Y | +741.1% | +1,277.3% | -536.2% | +234.8% |
| All | +1,138.2% | +3,525.7% | -2,387.5% | +318.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling