+49.9%
MSTR vs PEG
+33.6%
+16.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -1.2% | -2.3% | +1.1% | +0.1% |
| 30D | -15.9% | +1.2% | -17.1% | -16.8% |
| 3M | +33.1% | -2.4% | +35.5% | +34.0% |
| 6M | -31.0% | -6.9% | -24.1% | -29.1% |
| YTD | -15.1% | -7.2% | -7.9% | -13.1% |
| 1Y | -45.6% | -8.9% | -36.8% | -43.6% |
| 3Y | +180.5% | +27.1% | +153.4% | +119.7% |
| All | +49.9% | +33.6% | +16.3% | +18.0% |
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