+572.4%
MSTR vs PPL
+62.9%
+509.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.8% | -10.1% | -9.6% |
| 7D | -8.7% | +1.0% | -9.7% | -9.1% |
| 30D | -21.4% | +6.8% | -28.2% | -23.5% |
| 3M | +31.4% | +3.9% | +27.6% | +29.2% |
| 6M | -30.8% | -2.0% | -28.8% | -30.8% |
| YTD | -14.9% | +5.3% | -20.2% | -17.3% |
| 1Y | -49.3% | +2.2% | -51.5% | -50.2% |
| 3Y | +184.8% | +56.7% | +128.1% | +130.9% |
| 5Y | +62.1% | +49.1% | +13.1% | +36.6% |
| All | +572.4% | +62.9% | +509.4% | +424.7% |
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