+1,124.1%
MSTR vs PLD
+1,590.0%
-465.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.1% | -8.5% |
| 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% | +35.9% |
| 6M | -30.8% | -7.0% | -23.9% | -28.9% |
| YTD | -14.9% | +3.1% | -18.0% | -15.9% |
| 1Y | -49.3% | +7.1% | -56.4% | -50.6% |
| 3Y | +184.8% | +32.9% | +152.0% | +155.8% |
| 5Y | +62.1% | +1.5% | +60.6% | +66.5% |
| 10Y | +580.0% | +245.9% | +334.1% | +358.5% |
| All | +1,124.1% | +1,590.0% | -465.9% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling