+107.1%
MSTR vs PBR
+566.8%
-459.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | +7.7% | +0.3% | +7.4% | +7.5% |
| 30D | +36.3% | +17.5% | +18.8% | +30.0% |
| 3M | +13.4% | +20.9% | -7.5% | +6.8% |
| 6M | -4.5% | +20.2% | -24.7% | -10.9% |
| YTD | -12.7% | +84.3% | -96.9% | -28.9% |
| 1Y | -59.6% | +77.1% | -136.7% | -66.8% |
| 3Y | +272.5% | +100.8% | +171.6% | +189.1% |
| 5Y | +107.1% | +556.1% | -449.0% | -1.4% |
| All | +107.1% | +566.8% | -459.7% | -1.4% |
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