+586.1%
MSTR vs PBR
+1,797.5%
-1,211.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.0% |
| 7D | +12.2% | +8.6% | +3.6% | +9.9% |
| 30D | +45.2% | +12.8% | +32.4% | +41.1% |
| 3M | +10.4% | +14.7% | -4.3% | +6.6% |
| 6M | -2.5% | +25.2% | -27.7% | -8.3% |
| YTD | -6.0% | +77.1% | -83.2% | -18.3% |
| 1Y | -56.4% | +69.6% | -126.0% | -61.8% |
| 3Y | +306.3% | +95.6% | +210.7% | +241.5% |
| 5Y | +100.5% | +501.8% | -401.3% | +28.0% |
| 10Y | +741.1% | +640.6% | +100.5% | +345.6% |
| All | +586.1% | +1,797.5% | -1,211.4% | +95.3% |
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