-42.3%
MSTR vs PBR
+74.7%
-117.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -7.0% | +12.1% | +5.2% |
| 7D | -1.8% | -11.0% | +9.2% | -1.5% |
| 30D | -13.3% | -18.8% | +5.5% | -12.5% |
| 3M | +46.0% | +7.8% | +38.1% | +42.9% |
| 6M | -22.4% | -7.6% | -14.9% | -23.0% |
| YTD | -6.2% | +72.7% | -78.8% | -31.0% |
| 1Y | -42.3% | +72.9% | -115.2% | -58.2% |
| All | -42.3% | +74.7% | -117.0% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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