+121.1%
MSTR vs PEG
+36.1%
+85.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.9% | -2.9% |
| 7D | -13.4% | +4.5% | -17.9% | -14.8% |
| 30D | -22.1% | +7.5% | -29.6% | -24.3% |
| 3M | +15.0% | +0.8% | +14.1% | +14.4% |
| 6M | -37.3% | 0.0% | -37.3% | -37.9% |
| YTD | -26.5% | -3.0% | -23.5% | -26.3% |
| 1Y | -46.5% | -4.7% | -41.7% | -45.7% |
| 3Y | +121.1% | +36.5% | +84.6% | +105.1% |
| All | +121.1% | +36.1% | +85.0% | +105.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling