+120.4%
MSTR vs PPL
+39.5%
+80.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | +2.7% | +9.5% | +10.5% |
| 30D | +45.2% | +0.5% | +44.7% | +44.5% |
| 3M | +10.4% | +0.7% | +9.7% | +8.9% |
| 6M | -2.5% | -7.6% | +5.1% | +1.3% |
| YTD | -6.0% | +1.8% | -7.8% | -8.6% |
| 1Y | -56.4% | -0.8% | -55.7% | -57.0% |
| 3Y | +306.3% | +56.9% | +249.4% | +149.0% |
| All | +120.4% | +39.5% | +80.8% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling