+481.0%
MSTR vs PEG
+171.2%
+309.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.9% | -3.0% |
| 7D | -13.4% | +4.5% | -17.9% | -15.1% |
| 30D | -22.1% | +7.5% | -29.6% | -24.6% |
| 3M | +15.0% | +0.8% | +14.1% | +13.9% |
| 6M | -37.3% | 0.0% | -37.3% | -38.1% |
| YTD | -26.5% | -3.0% | -23.5% | -26.6% |
| 1Y | -46.5% | -4.7% | -41.7% | -46.1% |
| 3Y | +121.1% | +36.5% | +84.6% | +89.7% |
| 5Y | +37.5% | +44.4% | -6.8% | +16.4% |
| All | +481.0% | +171.2% | +309.8% | +327.9% |
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