+1,252.0%
MSTR vs PHM
+2,200.8%
-948.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +12.2% | -3.2% | +15.4% | +13.4% |
| 30D | +45.2% | -6.4% | +51.6% | +48.3% |
| 3M | +10.4% | +5.5% | +4.9% | +7.5% |
| 6M | -2.5% | -5.4% | +3.0% | -1.5% |
| YTD | -6.0% | +6.6% | -12.6% | -9.5% |
| 1Y | -56.4% | -8.8% | -47.6% | -56.0% |
| 3Y | +306.3% | +54.1% | +252.2% | +246.5% |
| 5Y | +100.5% | +144.5% | -44.0% | +52.0% |
| 10Y | +741.1% | +569.4% | +171.7% | +350.2% |
| All | +1,252.0% | +2,200.8% | -948.8% | +279.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling