+659.5%
MSTR vs PG
+121.7%
+537.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | -8.3% | -0.8% | -7.5% | -8.2% |
| 30D | +38.1% | +0.8% | +37.3% | +37.9% |
| 3M | +9.0% | -1.3% | +10.3% | +9.2% |
| 6M | -5.3% | -3.8% | -1.5% | -4.8% |
| YTD | -13.8% | +3.6% | -17.4% | -14.9% |
| 1Y | -59.8% | -5.7% | -54.1% | -59.6% |
| 3Y | +282.2% | +1.6% | +280.6% | +267.8% |
| 5Y | +112.8% | +14.6% | +98.2% | +97.3% |
| All | +659.5% | +121.7% | +537.8% | +497.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling