+521.9%
MSTR vs PH
+725.6%
-203.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | -14.2% | +6.9% | -21.1% | -17.8% |
| 30D | -19.9% | +1.7% | -21.5% | -21.1% |
| 3M | +27.3% | -8.1% | +35.5% | +33.8% |
| 6M | -37.6% | +11.5% | -49.1% | -42.9% |
| YTD | -19.5% | +11.4% | -30.8% | -27.2% |
| 1Y | -47.1% | +14.1% | -61.2% | -53.1% |
| 3Y | +140.3% | +138.2% | +2.0% | +36.5% |
| 5Y | +49.5% | +216.0% | -166.5% | -27.2% |
| 10Y | +521.9% | +710.0% | -188.1% | +112.3% |
| All | +521.9% | +725.6% | -203.8% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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