+180.5%
MSTR vs PM
+142.0%
+38.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.4% |
| 7D | -1.2% | -5.2% | +4.0% | -1.7% |
| 30D | -15.9% | +2.7% | -18.6% | -15.6% |
| 3M | +33.1% | +5.2% | +27.9% | +33.8% |
| 6M | -31.0% | +17.0% | -48.0% | -30.7% |
| YTD | -15.1% | +25.5% | -40.6% | -14.4% |
| 1Y | -45.6% | +35.5% | -81.2% | -44.4% |
| 3Y | +180.5% | +143.9% | +36.6% | +182.3% |
| All | +180.5% | +142.0% | +38.5% | +182.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling