-42.3%
MSTR vs PENG
+120.5%
-162.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -9.1% | +14.2% | +6.5% |
| 7D | -1.8% | -20.5% | +18.7% | +1.6% |
| 30D | -13.3% | -20.4% | +7.0% | -10.8% |
| 3M | +46.0% | -16.4% | +62.4% | +48.0% |
| 6M | -22.4% | +49.2% | -71.7% | -43.9% |
| YTD | -6.2% | +147.2% | -153.4% | -50.9% |
| 1Y | -42.3% | +124.7% | -167.0% | -68.3% |
| All | -42.3% | +120.5% | -162.8% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling