+699.8%
MSTR vs PHM
+551.2%
+148.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -0.9% | -2.7% |
| 7D | +9.3% | -2.5% | +11.8% | +10.7% |
| 30D | +36.5% | -9.7% | +46.2% | +43.2% |
| 3M | +7.3% | +2.2% | +5.1% | +4.6% |
| 6M | +2.2% | -5.7% | +7.9% | +3.6% |
| YTD | -10.2% | +2.8% | -13.0% | -14.1% |
| 1Y | -58.6% | -14.4% | -44.2% | -56.8% |
| 3Y | +283.2% | +52.2% | +231.0% | +197.6% |
| 5Y | +113.8% | +154.3% | -40.5% | +32.3% |
| All | +699.8% | +551.2% | +148.6% | +262.5% |
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