+142.3%
MSTR vs PCOR
+49.8%
+92.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.1% |
| 7D | -14.2% | +2.5% | -16.7% | -15.4% |
| 30D | -19.9% | +37.9% | -57.8% | -34.0% |
| 3M | +27.3% | +32.0% | -4.6% | +7.6% |
| 6M | -37.6% | +54.7% | -92.3% | -52.7% |
| YTD | -19.5% | +6.6% | -26.1% | -24.5% |
| 1Y | -47.1% | -1.7% | -45.4% | -47.5% |
| All | +142.3% | +49.8% | +92.5% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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