+481.0%
MSTR vs PM
+264.7%
+216.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.7% |
| 7D | -13.4% | +0.5% | -14.0% | -13.5% |
| 30D | -22.1% | -3.2% | -18.9% | -21.6% |
| 3M | +15.0% | +6.2% | +8.7% | +12.7% |
| 6M | -37.3% | +7.7% | -45.0% | -39.0% |
| YTD | -26.5% | +27.3% | -53.8% | -31.7% |
| 1Y | -46.5% | +32.8% | -79.2% | -50.9% |
| 3Y | +121.1% | +150.0% | -28.9% | +59.5% |
| 5Y | +37.5% | +164.2% | -126.7% | -3.2% |
| All | +481.0% | +264.7% | +216.3% | +271.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling