+120.4%
MSTR vs PLD
+14.8%
+105.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.7% |
| 7D | +12.2% | -2.4% | +14.6% | +15.1% |
| 30D | +45.2% | -2.4% | +47.6% | +49.2% |
| 3M | +10.4% | -3.8% | +14.2% | +13.9% |
| 6M | -2.5% | 0.0% | -2.5% | -3.2% |
| YTD | -6.0% | +9.2% | -15.3% | -15.4% |
| 1Y | -56.4% | +25.9% | -82.3% | -66.5% |
| 3Y | +306.3% | +21.3% | +285.0% | +204.6% |
| All | +120.4% | +14.8% | +105.6% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling