+481.0%
MSTR vs PFE
+46.7%
+434.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -13.4% | -1.7% | -11.7% | -13.0% |
| 30D | -22.1% | +0.3% | -22.4% | -22.2% |
| 3M | +15.0% | +9.4% | +5.6% | +12.1% |
| 6M | -37.3% | +14.9% | -52.2% | -39.7% |
| YTD | -26.5% | +23.8% | -50.3% | -30.8% |
| 1Y | -46.5% | +19.5% | -66.0% | -49.1% |
| 3Y | +121.1% | +21.0% | +100.0% | +106.0% |
| 5Y | +37.5% | -23.9% | +61.4% | +44.5% |
| All | +481.0% | +46.7% | +434.3% | +404.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 10y: compounded portfolio wealth divided by compounded PFE 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…
10y analysis · Full analysis span regression · 6 months rolling