+731.6%
MSTR vs PM
+193.1%
+538.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.9% |
| 7D | +12.2% | -4.9% | +17.0% | +13.5% |
| 30D | +45.2% | -3.4% | +48.6% | +46.1% |
| 3M | +10.4% | +5.2% | +5.2% | +8.1% |
| 6M | -2.5% | +3.7% | -6.2% | -4.3% |
| YTD | -6.0% | +15.8% | -21.8% | -10.3% |
| 1Y | -56.4% | +17.4% | -73.8% | -58.8% |
| 3Y | +306.3% | +116.9% | +189.4% | +206.1% |
| 5Y | +100.5% | +117.3% | -16.8% | +49.8% |
| All | +731.6% | +193.1% | +538.5% | +448.9% |
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