-22.4%
MSTR vs PR
+2.9%
-25.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.5% | +11.6% | +3.7% |
| 7D | -1.8% | -12.1% | +10.3% | -4.0% |
| 30D | -13.3% | +0.9% | -14.2% | -13.7% |
| 3M | +46.0% | +10.1% | +35.8% | +48.5% |
| 6M | -22.4% | +1.1% | -23.6% | -23.4% |
| All | -22.4% | +2.9% | -25.4% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 6mo: compounded portfolio wealth divided by compounded PR 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…
6mo analysis · Full analysis span regression · 6 months rolling