+120.4%
MSTR vs PFE
-21.1%
+141.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.0% |
| 7D | +12.2% | +1.8% | +10.4% | +11.5% |
| 30D | +45.2% | +10.2% | +34.9% | +41.1% |
| 3M | +10.4% | +12.7% | -2.3% | +6.5% |
| 6M | -2.5% | +10.5% | -13.0% | -5.5% |
| YTD | -6.0% | +20.2% | -26.2% | -11.0% |
| 1Y | -56.4% | +24.1% | -80.5% | -59.1% |
| 3Y | +306.3% | -3.6% | +309.9% | +305.4% |
| All | +120.4% | -21.1% | +141.5% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling