+95.7%
MSTR vs PL
+28.1%
+67.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.4% | -10.7% | -3.6% |
| 7D | -1.2% | -6.8% | +5.6% | +0.7% |
| 30D | -15.9% | -29.3% | +13.4% | -6.3% |
| 3M | +33.1% | -44.8% | +77.9% | +58.8% |
| 6M | -31.0% | -68.4% | +37.4% | -4.0% |
| YTD | -15.1% | -36.4% | +21.2% | -10.2% |
| 1Y | -45.6% | +0.7% | -46.4% | -52.2% |
| 3Y | +180.5% | +455.3% | -274.8% | -4.5% |
| 5Y | +61.7% | +22.7% | +39.0% | -15.7% |
| All | +95.7% | +28.1% | +67.6% | -1.1% |
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