+436.3%
MSTR vs PBR
+1,629.6%
-1,193.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.8% | -2.7% |
| 7D | -13.4% | -1.0% | -12.4% | -13.3% |
| 30D | -22.1% | -29.3% | +7.2% | -16.2% |
| 3M | +15.0% | +5.5% | +9.4% | +12.5% |
| 6M | -37.3% | -2.9% | -34.4% | -37.7% |
| YTD | -26.5% | +61.5% | -88.0% | -35.4% |
| 1Y | -46.5% | +46.9% | -93.3% | -51.9% |
| 3Y | +121.1% | +66.4% | +54.6% | +91.4% |
| 5Y | +37.5% | +460.3% | -422.8% | -11.4% |
| 10Y | +467.3% | +564.6% | -97.3% | +207.5% |
| All | +436.3% | +1,629.6% | -1,193.3% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling