+554.5%
MSTR vs PPL
+62.1%
+492.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -4.0% | -1.2% | -2.7% | -3.6% |
| 30D | -18.6% | +4.2% | -22.9% | -20.0% |
| 3M | +25.6% | +1.5% | +24.1% | +24.4% |
| 6M | -33.1% | +1.0% | -34.1% | -33.8% |
| YTD | -17.3% | +4.4% | -21.7% | -19.4% |
| 1Y | -48.1% | +0.8% | -48.8% | -48.7% |
| 3Y | +154.2% | +56.5% | +97.7% | +106.0% |
| 5Y | +46.2% | +47.7% | -1.5% | +23.5% |
| 10Y | +554.5% | +64.4% | +490.1% | +409.8% |
| All | +554.5% | +62.1% | +492.4% | +409.8% |
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