+677.4%
MSTR vs PHM
+545.0%
+132.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.8% | -2.3% |
| 7D | +7.7% | -3.9% | +11.6% | +9.9% |
| 30D | +36.3% | -8.6% | +44.9% | +42.2% |
| 3M | +13.4% | -2.9% | +16.3% | +13.6% |
| 6M | -4.5% | -5.7% | +1.2% | -3.2% |
| YTD | -12.7% | +1.9% | -14.5% | -16.1% |
| 1Y | -59.6% | -12.3% | -47.3% | -58.3% |
| 3Y | +272.5% | +50.8% | +221.7% | +190.6% |
| 5Y | +107.1% | +157.3% | -50.2% | +28.0% |
| 10Y | +677.4% | +566.5% | +110.8% | +254.0% |
| All | +677.4% | +545.0% | +132.4% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PHM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling