+667.0%
MSTR vs PR
+169.5%
+497.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | +12.2% | +2.9% | +9.3% | +11.7% |
| 30D | +45.2% | +18.0% | +27.1% | +41.7% |
| 3M | +10.4% | +16.9% | -6.5% | +7.6% |
| 6M | -2.5% | +28.2% | -30.7% | -6.7% |
| YTD | -6.0% | +69.3% | -75.4% | -13.7% |
| 1Y | -56.4% | +69.5% | -125.9% | -60.1% |
| 3Y | +306.3% | +81.7% | +224.6% | +267.4% |
| 5Y | +100.5% | +422.2% | -321.8% | +59.8% |
| 10Y | +741.1% | +110.4% | +630.7% | +552.8% |
| All | +667.0% | +169.5% | +497.6% | +491.0% |
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