+96.3%
MSTR vs PL
+16.0%
+80.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -10.1% | +0.8% | -6.0% |
| 7D | -8.7% | -20.5% | +11.8% | -1.7% |
| 30D | -21.4% | -38.8% | +17.4% | -8.0% |
| 3M | +31.4% | -49.1% | +80.6% | +61.4% |
| 6M | -30.8% | -69.4% | +38.6% | -2.7% |
| YTD | -14.9% | -42.3% | +27.4% | -6.8% |
| 1Y | -49.3% | -14.2% | -35.1% | -52.8% |
| 3Y | +184.8% | +398.7% | -213.9% | +0.7% |
| 5Y | +62.1% | +11.1% | +51.0% | -12.5% |
| All | +96.3% | +16.0% | +80.2% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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