+1,252.0%
MSTR vs PFE
+126.9%
+1,125.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -0.9% |
| 7D | +12.2% | +1.8% | +10.4% | +11.4% |
| 30D | +45.2% | +10.2% | +34.9% | +39.8% |
| 3M | +10.4% | +12.7% | -2.3% | +5.3% |
| 6M | -2.5% | +10.5% | -13.0% | -6.4% |
| YTD | -6.0% | +20.2% | -26.2% | -12.7% |
| 1Y | -56.4% | +24.1% | -80.5% | -60.1% |
| 3Y | +306.3% | -3.6% | +309.9% | +300.2% |
| 5Y | +100.5% | -20.9% | +121.4% | +110.0% |
| 10Y | +741.1% | +35.8% | +705.2% | +567.9% |
| All | +1,252.0% | +126.9% | +1,125.0% | +521.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling