+570.4%
MSTR vs PM
+232.9%
+337.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -1.2% | -5.2% | +4.0% | +0.1% |
| 30D | -15.9% | +2.7% | -18.6% | -16.6% |
| 3M | +33.1% | +5.2% | +27.9% | +30.9% |
| 6M | -31.0% | +17.0% | -48.0% | -34.4% |
| YTD | -15.1% | +25.5% | -40.6% | -20.8% |
| 1Y | -45.6% | +35.5% | -81.2% | -50.4% |
| 3Y | +180.5% | +143.9% | +36.6% | +104.5% |
| 5Y | +61.7% | +161.8% | -100.2% | +14.4% |
| All | +570.4% | +232.9% | +337.6% | +339.3% |
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