+1,058.3%
MSTR vs PEG
+1,296.5%
-238.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -14.2% | +1.5% | -15.6% | -14.6% |
| 30D | -19.9% | +5.0% | -24.9% | -21.2% |
| 3M | +27.3% | -0.3% | +27.7% | +26.9% |
| 6M | -37.6% | -2.7% | -34.9% | -37.6% |
| YTD | -19.5% | -5.1% | -14.4% | -19.0% |
| 1Y | -47.1% | -8.3% | -38.9% | -46.2% |
| 3Y | +140.3% | +33.0% | +107.3% | +118.9% |
| 5Y | +49.5% | +41.3% | +8.2% | +34.8% |
| 10Y | +521.9% | +164.5% | +357.3% | +367.4% |
| All | +1,058.3% | +1,296.5% | -238.2% | +967.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling