+554.5%
MSTR vs PFE
+45.6%
+509.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.4% |
| 7D | -4.0% | -4.7% | +0.7% | -2.7% |
| 30D | -18.6% | +3.4% | -22.0% | -19.4% |
| 3M | +25.6% | +9.2% | +16.3% | +22.4% |
| 6M | -33.1% | +15.8% | -48.9% | -35.7% |
| YTD | -17.3% | +23.4% | -40.8% | -22.1% |
| 1Y | -48.1% | +25.8% | -73.9% | -51.4% |
| 3Y | +154.2% | +17.8% | +136.3% | +138.6% |
| 5Y | +46.2% | -20.2% | +66.4% | +51.8% |
| 10Y | +554.5% | +49.6% | +504.9% | +473.0% |
| All | +554.5% | +45.6% | +509.0% | +473.0% |
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