+283.2%
MSTR vs PBR
+98.1%
+185.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.9% | -5.3% |
| 7D | +9.3% | +2.5% | +6.9% | +8.5% |
| 30D | +36.5% | +19.4% | +17.1% | +29.7% |
| 3M | +7.3% | +20.8% | -13.5% | +1.0% |
| 6M | +2.2% | +23.5% | -21.2% | -6.2% |
| YTD | -10.2% | +83.4% | -93.6% | -29.0% |
| 1Y | -58.6% | +77.6% | -136.2% | -67.0% |
| 3Y | +283.2% | +99.9% | +183.3% | +180.2% |
| All | +283.2% | +98.1% | +185.1% | +180.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling