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  • MSTR vs PM✓SelectedUSD · PMMSTR vs PM performance historyLatest closeAs of-1.39%09/04
Stock and ETF performance explorer

MSTR vs PM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,950.5%
PM return
+752.6%
Excess return
+1,197.9%
Maximum drawdown
-89.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPMExcessAlpha
1D-1.4%-2.0%+0.6%-0.7%
7D+12.2%-4.9%+17.0%+14.2%
30D+45.2%-3.4%+48.6%+46.6%
3M+10.4%+5.2%+5.2%+7.1%
6M-2.5%+3.7%-6.2%-5.1%
YTD-6.0%+15.8%-21.8%-12.4%
1Y-56.4%+17.4%-73.8%-60.0%
3Y+306.3%+116.9%+189.4%+174.7%
5Y+100.5%+117.3%-16.8%+33.8%
10Y+741.1%+193.8%+547.3%+356.4%
All+1,950.5%+752.6%+1,197.9%+459.0%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling