-49.3%
MSTR vs PL
-11.4%
-37.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -10.1% | +0.8% | -6.7% |
| 7D | -8.7% | -20.5% | +11.8% | -3.1% |
| 30D | -21.4% | -38.8% | +17.4% | -11.2% |
| 3M | +31.4% | -49.1% | +80.6% | +54.4% |
| 6M | -30.8% | -69.4% | +38.6% | -9.4% |
| YTD | -14.9% | -42.3% | +27.4% | -7.8% |
| 1Y | -49.3% | -14.2% | -35.1% | -48.0% |
| All | -49.3% | -11.4% | -37.8% | -48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling