+526.8%
MSTR vs PLD
+254.7%
+272.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.4% |
| 7D | -10.7% | +0.8% | -11.5% | -11.1% |
| 30D | -21.6% | +0.5% | -22.0% | -21.8% |
| 3M | +24.4% | -5.5% | +29.9% | +29.3% |
| 6M | -35.5% | -8.3% | -27.1% | -32.0% |
| YTD | -20.3% | +4.3% | -24.6% | -22.9% |
| 1Y | -49.3% | +7.4% | -56.8% | -52.0% |
| 3Y | +137.8% | +37.1% | +100.7% | +88.7% |
| 5Y | +48.3% | +1.3% | +47.0% | +44.2% |
| 10Y | +526.8% | +267.4% | +259.4% | +341.1% |
| All | +526.8% | +254.7% | +272.1% | +341.1% |
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