+690.7%
MSTR vs PEG
+145.3%
+545.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.7% |
| 7D | +9.3% | +1.0% | +8.3% | +8.9% |
| 30D | +36.5% | -1.9% | +38.4% | +37.4% |
| 3M | +7.3% | -3.7% | +11.0% | +8.4% |
| 6M | +2.2% | -9.4% | +11.7% | +5.8% |
| YTD | -10.2% | -6.0% | -4.2% | -8.7% |
| 1Y | -58.6% | -4.4% | -54.3% | -58.4% |
| 3Y | +283.2% | +33.5% | +249.7% | +233.9% |
| 5Y | +113.8% | +35.7% | +78.0% | +86.1% |
| 10Y | +690.7% | +140.4% | +550.3% | +498.8% |
| All | +690.7% | +145.3% | +545.4% | +498.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling