+120.4%
MSTR vs PEG
+35.8%
+84.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | +12.2% | +0.7% | +11.5% | +11.8% |
| 30D | +45.2% | -2.4% | +47.6% | +47.0% |
| 3M | +10.4% | -4.8% | +15.2% | +12.4% |
| 6M | -2.5% | -10.7% | +8.2% | +3.4% |
| YTD | -6.0% | -6.7% | +0.7% | -3.6% |
| 1Y | -56.4% | -6.8% | -49.6% | -55.5% |
| 3Y | +306.3% | +34.5% | +271.8% | +212.8% |
| All | +120.4% | +35.8% | +84.5% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling