+287.2%
MSTR vs PG
+0.7%
+286.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -3.4% |
| 7D | +7.7% | -3.4% | +11.1% | +6.5% |
| 30D | +36.3% | -2.6% | +38.9% | +35.3% |
| 3M | +13.4% | -3.3% | +16.7% | +12.4% |
| 6M | -4.5% | -6.7% | +2.2% | -6.8% |
| YTD | -12.7% | +1.7% | -14.4% | -11.7% |
| 1Y | -59.6% | -7.9% | -51.7% | -60.3% |
| All | +287.2% | +0.7% | +286.6% | +277.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling