+554.5%
MSTR vs PHM
+746.3%
-191.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.1% | -3.8% |
| 7D | -4.0% | +3.5% | -7.4% | -5.6% |
| 30D | -18.6% | +21.2% | -39.8% | -26.2% |
| 3M | +25.6% | +2.5% | +23.1% | +23.4% |
| 6M | -33.1% | +16.1% | -49.1% | -39.0% |
| YTD | -17.3% | +16.6% | -34.0% | -26.0% |
| 1Y | -48.1% | +14.4% | -62.5% | -53.4% |
| 3Y | +154.2% | +71.9% | +82.3% | +85.6% |
| 5Y | +46.2% | +174.3% | -128.1% | -14.0% |
| 10Y | +554.5% | +744.0% | -189.5% | +188.2% |
| All | +554.5% | +746.3% | -191.8% | +188.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling