+40.9%
MSTR vs PH
+209.1%
-168.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -5.0% |
| 7D | -11.5% | +7.4% | -18.9% | -17.7% |
| 30D | -24.8% | +0.5% | -25.3% | -25.8% |
| 3M | +20.6% | -10.2% | +30.9% | +33.0% |
| 6M | -38.0% | +8.9% | -46.9% | -45.3% |
| YTD | -24.7% | +9.7% | -34.4% | -36.1% |
| 1Y | -49.1% | +12.8% | -61.9% | -58.3% |
| 3Y | +124.7% | +134.6% | -9.9% | -23.6% |
| 5Y | +40.9% | +204.5% | -163.6% | -73.6% |
| All | +40.9% | +209.1% | -168.1% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling