+526.8%
MSTR vs PM
+242.6%
+284.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.7% |
| 7D | -10.7% | -6.6% | -4.1% | -9.3% |
| 30D | -21.6% | -3.4% | -18.1% | -21.1% |
| 3M | +24.4% | +5.3% | +19.1% | +22.2% |
| 6M | -35.5% | +15.5% | -51.0% | -38.5% |
| YTD | -20.3% | +24.3% | -44.6% | -25.5% |
| 1Y | -49.3% | +29.7% | -79.0% | -53.2% |
| 3Y | +137.8% | +144.9% | -7.1% | +72.3% |
| 5Y | +48.3% | +159.0% | -110.7% | +4.9% |
| 10Y | +526.8% | +250.9% | +275.9% | +302.3% |
| All | +526.8% | +242.6% | +284.2% | +302.3% |
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