+308.9%
MSTR vs PCOR
-14.4%
+323.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | +0.9% |
| 7D | +12.2% | -9.0% | +21.1% | +18.0% |
| 30D | +45.2% | +4.2% | +41.0% | +42.4% |
| 3M | +10.4% | +14.4% | -4.0% | +2.3% |
| 6M | -2.5% | +0.2% | -2.7% | -5.3% |
| YTD | -6.0% | -20.3% | +14.2% | +3.7% |
| 1Y | -56.4% | -16.1% | -40.3% | -53.7% |
| All | +308.9% | -14.4% | +323.3% | +342.5% |
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