+120.4%
MSTR vs PL
+82.7%
+37.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | +12.2% | -9.3% | +21.5% | +15.1% |
| 30D | +45.2% | -18.9% | +64.1% | +54.2% |
| 3M | +10.4% | -58.4% | +68.8% | +42.5% |
| 6M | -2.5% | -30.3% | +27.8% | +1.6% |
| YTD | -6.0% | -8.1% | +2.1% | -11.0% |
| 1Y | -56.4% | +180.5% | -236.9% | -74.1% |
| 3Y | +306.3% | +444.1% | -137.9% | +47.4% |
| All | +120.4% | +82.7% | +37.7% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling