+677.4%
MSTR vs PFG
+239.8%
+437.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.3% |
| 7D | +7.7% | +3.2% | +4.5% | +6.2% |
| 30D | +36.3% | +0.9% | +35.4% | +36.0% |
| 3M | +13.4% | +7.7% | +5.7% | +8.9% |
| 6M | -4.5% | +29.0% | -33.5% | -17.4% |
| YTD | -12.7% | +32.5% | -45.1% | -25.7% |
| 1Y | -59.6% | +47.3% | -106.9% | -67.8% |
| 3Y | +272.5% | +68.2% | +204.2% | +180.9% |
| 5Y | +107.1% | +108.5% | -1.3% | +49.0% |
| 10Y | +677.4% | +241.4% | +436.0% | +310.6% |
| All | +677.4% | +239.8% | +437.6% | +310.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PFG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling