+481.0%
MSTR vs PLD
+268.4%
+212.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -13.4% | +1.3% | -14.8% | -14.2% |
| 30D | -22.1% | -1.4% | -20.7% | -21.4% |
| 3M | +15.0% | -8.2% | +23.1% | +21.9% |
| 6M | -37.3% | -8.0% | -29.3% | -34.0% |
| YTD | -26.5% | +3.2% | -29.7% | -28.4% |
| 1Y | -46.5% | +7.0% | -53.5% | -49.1% |
| 3Y | +121.1% | +38.3% | +82.8% | +74.3% |
| 5Y | +37.5% | +0.2% | +37.3% | +34.8% |
| All | +481.0% | +268.4% | +212.6% | +290.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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