-49.3%
MSTR vs PFE
+27.0%
-76.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | -10.7% | -0.7% | -10.0% | -10.3% |
| 30D | -21.6% | +5.3% | -26.9% | -22.9% |
| 3M | +24.4% | +10.1% | +14.3% | +19.7% |
| 6M | -35.5% | +18.0% | -53.5% | -39.5% |
| YTD | -20.3% | +25.8% | -46.1% | -25.6% |
| 1Y | -49.3% | +28.4% | -77.8% | -54.0% |
| All | -49.3% | +27.0% | -76.4% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling