+181.3%
MSTR vs PFE
+15.7%
+165.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.0% | -6.3% | -8.6% |
| 7D | -8.7% | -0.2% | -8.5% | -8.6% |
| 30D | -21.4% | +8.7% | -30.1% | -23.0% |
| 3M | +31.4% | +15.8% | +15.7% | +26.7% |
| 6M | -30.8% | +16.8% | -47.7% | -33.5% |
| YTD | -14.9% | +26.2% | -41.1% | -19.5% |
| 1Y | -49.3% | +29.9% | -79.2% | -52.4% |
| All | +181.3% | +15.7% | +165.6% | +160.5% |
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