-47.4%
MSTR vs PPL
+0.9%
-48.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -4.0% | -1.2% | -2.7% | -4.1% |
| 30D | -18.6% | +4.2% | -22.9% | -18.4% |
| 3M | +25.6% | +1.5% | +24.1% | +26.2% |
| 6M | -33.1% | +1.0% | -34.1% | -32.8% |
| YTD | -17.3% | +4.4% | -21.7% | -18.6% |
| All | -47.4% | +0.9% | -48.3% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling