+570.4%
MSTR vs PLD
+236.3%
+334.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.5% |
| 7D | -1.2% | -0.8% | -0.4% | -0.6% |
| 30D | -15.9% | -0.3% | -15.7% | -15.8% |
| 3M | +33.1% | -8.0% | +41.2% | +41.0% |
| 6M | -31.0% | -9.8% | -21.2% | -26.4% |
| YTD | -15.1% | +1.8% | -16.9% | -16.5% |
| 1Y | -45.6% | +5.6% | -51.2% | -47.8% |
| 3Y | +180.5% | +33.3% | +147.2% | +127.2% |
| 5Y | +61.7% | +0.3% | +61.4% | +59.2% |
| All | +570.4% | +236.3% | +334.1% | +384.5% |
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