-42.3%
MSTR vs PG
+15.9%
-58.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +1.8% | +6.4% |
| 7D | -1.8% | +5.7% | -7.5% | +0.5% |
| 30D | -13.3% | +15.4% | -28.7% | -8.1% |
| 3M | +46.0% | +13.8% | +32.2% | +54.1% |
| 6M | -22.4% | +18.3% | -40.8% | -16.2% |
| YTD | -6.2% | +20.1% | -26.3% | +1.4% |
| 1Y | -42.3% | +17.0% | -59.3% | -39.4% |
| All | -42.3% | +15.9% | -58.2% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 1y: compounded portfolio wealth divided by compounded PG 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…
1y analysis · Full analysis span regression · 6 months rolling