+570.4%
MSTR vs PODD
+308.0%
+262.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.2% | +5.9% | +2.3% |
| 7D | -1.2% | -2.1% | +0.9% | -0.3% |
| 30D | -15.9% | +9.0% | -25.0% | -19.0% |
| 3M | +33.1% | +5.2% | +27.9% | +29.8% |
| 6M | -31.0% | -3.2% | -27.8% | -32.8% |
| YTD | -15.1% | -48.5% | +33.3% | +8.4% |
| 1Y | -45.6% | -54.7% | +9.1% | -26.9% |
| 3Y | +180.5% | -7.8% | +188.3% | +169.0% |
| 5Y | +61.7% | -52.4% | +114.1% | +102.2% |
| All | +570.4% | +308.0% | +262.4% | +397.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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