+1,252.0%
MSTR vs PLD
+1,691.4%
-439.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +12.2% | -2.4% | +14.6% | +13.3% |
| 30D | +45.2% | -2.4% | +47.6% | +46.7% |
| 3M | +10.4% | -3.8% | +14.2% | +11.9% |
| 6M | -2.5% | 0.0% | -2.5% | -2.4% |
| YTD | -6.0% | +9.2% | -15.3% | -9.2% |
| 1Y | -56.4% | +25.9% | -82.3% | -60.1% |
| 3Y | +306.3% | +21.3% | +285.0% | +276.1% |
| 5Y | +100.5% | +14.1% | +86.4% | +97.7% |
| 10Y | +741.1% | +237.9% | +503.2% | +467.9% |
| All | +1,252.0% | +1,691.4% | -439.4% | +75.9% |
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 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