+40.9%
MSTR vs PM
+159.3%
-118.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.6% | -6.5% |
| 7D | -11.5% | -2.4% | -9.1% | -11.3% |
| 30D | -24.8% | -1.3% | -23.5% | -24.7% |
| 3M | +20.6% | +6.5% | +14.1% | +19.3% |
| 6M | -38.0% | +7.0% | -44.9% | -38.8% |
| YTD | -24.7% | +25.8% | -50.5% | -28.0% |
| 1Y | -49.1% | +30.9% | -80.0% | -51.6% |
| 3Y | +124.7% | +148.0% | -23.3% | +63.0% |
| 5Y | +40.9% | +161.2% | -120.2% | +2.9% |
| All | +40.9% | +159.3% | -118.3% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling