+495.5%
MSTR vs PHM
+669.9%
-174.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.0% | -4.5% | -5.5% |
| 7D | -11.5% | -6.1% | -5.4% | -8.8% |
| 30D | -24.8% | +13.7% | -38.5% | -29.7% |
| 3M | +20.6% | -1.5% | +22.2% | +20.8% |
| 6M | -38.0% | +11.3% | -49.2% | -42.3% |
| YTD | -24.7% | +8.9% | -33.6% | -30.4% |
| 1Y | -49.1% | +6.1% | -55.2% | -52.5% |
| 3Y | +124.7% | +57.7% | +67.0% | +70.9% |
| 5Y | +40.9% | +159.0% | -118.0% | -14.8% |
| All | +495.5% | +669.9% | -174.3% | +164.5% |
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