+554.5%
MSTR vs PEG
+155.4%
+399.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -3.9% |
| 7D | -4.0% | +0.9% | -4.8% | -4.4% |
| 30D | -18.6% | +3.8% | -22.4% | -20.1% |
| 3M | +25.6% | +0.1% | +25.5% | +24.8% |
| 6M | -33.1% | -1.0% | -32.1% | -33.6% |
| YTD | -17.3% | -4.1% | -13.2% | -17.0% |
| 1Y | -48.1% | -6.9% | -41.2% | -47.2% |
| 3Y | +154.2% | +35.6% | +118.6% | +118.9% |
| 5Y | +46.2% | +42.8% | +3.4% | +24.5% |
| 10Y | +554.5% | +160.2% | +394.3% | +392.9% |
| All | +554.5% | +155.4% | +399.1% | +392.9% |
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