+308.9%
MSTR vs PPL
+57.3%
+251.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | +2.7% | +9.5% | +11.9% |
| 30D | +45.2% | +0.5% | +44.7% | +45.0% |
| 3M | +10.4% | +0.7% | +9.7% | +9.9% |
| 6M | -2.5% | -7.6% | +5.1% | -1.5% |
| YTD | -6.0% | +1.8% | -7.8% | -6.6% |
| 1Y | -56.4% | -0.8% | -55.7% | -56.4% |
| All | +308.9% | +57.3% | +251.6% | +255.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling