+645.5%
MSTR vs PBR
+703.7%
-58.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.6% |
| 7D | -11.2% | +4.2% | -15.5% | -12.1% |
| 30D | +33.8% | +22.7% | +11.1% | +27.7% |
| 3M | +11.5% | +21.5% | -10.1% | +6.2% |
| 6M | -7.2% | +24.0% | -31.1% | -12.5% |
| YTD | -15.4% | +88.2% | -103.6% | -27.6% |
| 1Y | -60.6% | +74.8% | -135.4% | -65.8% |
| 3Y | +260.8% | +105.1% | +155.7% | +199.5% |
| 5Y | +108.8% | +572.2% | -463.4% | +32.4% |
| All | +645.5% | +703.7% | -58.2% | +312.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling