+69.4%
MSTR vs PL
+40.9%
+28.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -13.4% | +10.0% | -23.5% | -16.4% |
| 30D | -22.1% | -2.3% | -19.8% | -22.0% |
| 3M | +15.0% | -44.2% | +59.2% | +36.2% |
| 6M | -37.3% | -66.1% | +28.8% | -14.9% |
| YTD | -26.5% | -30.0% | +3.4% | -25.0% |
| 1Y | -46.5% | +21.0% | -67.5% | -55.9% |
| 3Y | +121.1% | +516.5% | -395.4% | -27.5% |
| 5Y | +37.5% | +32.0% | +5.5% | -30.2% |
| All | +69.4% | +40.9% | +28.5% | -17.4% |
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