+983.2%
MSTR vs PG
+707.5%
+275.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.7% | -6.5% |
| 7D | -11.5% | +0.6% | -12.1% | -11.6% |
| 30D | -24.8% | +10.5% | -35.3% | -26.5% |
| 3M | +20.6% | +17.4% | +3.3% | +16.4% |
| 6M | -38.0% | +18.4% | -56.4% | -40.4% |
| YTD | -24.7% | +20.7% | -45.4% | -28.2% |
| 1Y | -49.1% | +16.8% | -65.9% | -51.1% |
| 3Y | +124.7% | +20.1% | +104.6% | +110.5% |
| 5Y | +40.9% | +30.4% | +10.5% | +29.8% |
| 10Y | +481.5% | +163.7% | +317.8% | +348.7% |
| All | +983.2% | +707.5% | +275.7% | +653.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling