-56.4%
MSTR vs PBR
+70.4%
-126.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.2% |
| 7D | +12.2% | +8.6% | +3.6% | +10.6% |
| 30D | +45.2% | +12.8% | +32.4% | +42.2% |
| 3M | +10.4% | +14.7% | -4.3% | +7.4% |
| 6M | -2.5% | +25.2% | -27.7% | -11.8% |
| YTD | -6.0% | +77.1% | -83.2% | -26.2% |
| 1Y | -56.4% | +69.6% | -126.0% | -65.7% |
| All | -56.4% | +70.4% | -126.8% | -65.7% |
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