+554.5%
MSTR vs PH
+778.3%
-223.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -5.3% |
| 7D | -4.0% | +3.0% | -7.0% | -6.0% |
| 30D | -18.6% | -0.6% | -18.0% | -18.6% |
| 3M | +25.6% | -10.7% | +36.3% | +34.4% |
| 6M | -33.1% | +9.1% | -42.1% | -37.9% |
| YTD | -17.3% | +9.5% | -26.8% | -24.5% |
| 1Y | -48.1% | +14.0% | -62.1% | -53.9% |
| 3Y | +154.2% | +138.9% | +15.3% | +44.4% |
| 5Y | +46.2% | +209.1% | -162.9% | -27.8% |
| 10Y | +554.5% | +737.3% | -182.8% | +125.2% |
| All | +554.5% | +778.3% | -223.8% | +125.2% |
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