+308.9%
MSTR vs PFE
-4.1%
+312.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.1% |
| 7D | +12.2% | +1.8% | +10.4% | +11.6% |
| 30D | +45.2% | +10.2% | +34.9% | +41.7% |
| 3M | +10.4% | +12.7% | -2.3% | +7.1% |
| 6M | -2.5% | +10.5% | -13.0% | -5.0% |
| YTD | -6.0% | +20.2% | -26.2% | -9.9% |
| 1Y | -56.4% | +24.1% | -80.5% | -58.5% |
| All | +308.9% | -4.1% | +312.9% | +304.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling