+570.4%
MSTR vs PPL
+62.0%
+508.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.2% | +0.4% | -1.6% | -1.4% |
| 30D | -15.9% | +5.4% | -21.4% | -17.7% |
| 3M | +33.1% | +4.3% | +28.9% | +30.6% |
| 6M | -31.0% | -1.3% | -29.7% | -31.1% |
| YTD | -15.1% | +4.7% | -19.8% | -17.4% |
| 1Y | -45.6% | +1.3% | -46.9% | -46.4% |
| 3Y | +180.5% | +57.2% | +123.3% | +127.1% |
| 5Y | +61.7% | +48.2% | +13.4% | +36.4% |
| All | +570.4% | +62.0% | +508.4% | +424.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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