+308.9%
MSTR vs PLD
+21.6%
+287.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | +12.2% | -2.4% | +14.6% | +14.1% |
| 30D | +45.2% | -2.4% | +47.6% | +47.9% |
| 3M | +10.4% | -3.8% | +14.2% | +12.9% |
| 6M | -2.5% | 0.0% | -2.5% | -2.7% |
| YTD | -6.0% | +9.2% | -15.3% | -11.8% |
| 1Y | -56.4% | +25.9% | -82.3% | -63.0% |
| All | +308.9% | +21.6% | +287.2% | +257.9% |
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