+181.3%
MSTR vs PLD
+33.1%
+148.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.1% | -7.8% |
| 7D | -8.7% | +0.4% | -9.1% | -8.8% |
| 30D | -21.4% | -0.1% | -21.3% | -21.3% |
| 3M | +31.4% | -7.9% | +39.4% | +39.5% |
| 6M | -30.8% | -7.0% | -23.9% | -27.6% |
| YTD | -14.9% | +3.1% | -18.0% | -17.0% |
| 1Y | -49.3% | +7.1% | -56.4% | -51.9% |
| All | +181.3% | +33.1% | +148.2% | +152.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling