+594.5%
MSTR vs PR
+147.8%
+446.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.9% | -4.4% | -8.6% |
| 7D | -8.7% | -16.5% | +7.8% | -6.4% |
| 30D | -21.4% | -4.5% | -16.9% | -21.1% |
| 3M | +31.4% | +8.5% | +22.9% | +29.4% |
| 6M | -30.8% | -3.3% | -27.5% | -31.0% |
| YTD | -14.9% | +55.7% | -70.6% | -21.2% |
| 1Y | -49.3% | +82.0% | -131.3% | -54.2% |
| 3Y | +184.8% | +62.5% | +122.4% | +161.0% |
| 5Y | +62.1% | +223.9% | -161.8% | +34.9% |
| 10Y | +580.0% | +64.2% | +515.7% | +432.1% |
| All | +594.5% | +147.8% | +446.7% | +439.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling