+49.5%
MSTR vs PBR
+450.9%
-401.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.7% |
| 7D | -14.2% | -9.1% | -5.0% | -12.1% |
| 30D | -19.9% | -29.9% | +10.0% | -13.2% |
| 3M | +27.3% | +2.3% | +25.0% | +24.6% |
| 6M | -37.6% | -10.9% | -26.6% | -36.9% |
| YTD | -19.5% | +56.9% | -76.4% | -31.9% |
| 1Y | -47.1% | +38.0% | -85.1% | -53.5% |
| 3Y | +140.3% | +64.8% | +75.5% | +97.0% |
| 5Y | +49.5% | +447.1% | -397.6% | -16.1% |
| All | +49.5% | +450.9% | -401.4% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling