+1,252.0%
MSTR vs PPL
+990.3%
+261.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | +2.7% | +9.5% | +11.4% |
| 30D | +45.2% | +0.5% | +44.7% | +44.9% |
| 3M | +10.4% | +0.7% | +9.7% | +9.8% |
| 6M | -2.5% | -7.6% | +5.1% | -0.9% |
| YTD | -6.0% | +1.8% | -7.8% | -6.9% |
| 1Y | -56.4% | -0.8% | -55.7% | -56.6% |
| 3Y | +306.3% | +56.9% | +249.4% | +254.0% |
| 5Y | +100.5% | +39.5% | +61.0% | +82.4% |
| 10Y | +741.1% | +55.4% | +685.7% | +625.5% |
| All | +1,252.0% | +990.3% | +261.6% | +1,574.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling