+612.2%
MSTR vs PSKY
-85.2%
+697.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.8% | -4.7% | -7.5% |
| 7D | -11.3% | -24.6% | +13.2% | -1.3% |
| 30D | -0.1% | -36.1% | +36.1% | +18.3% |
| 3M | -39.1% | -54.8% | +15.7% | -5.3% |
| 6M | -39.1% | -54.8% | +15.7% | -5.3% |
| YTD | -39.1% | -54.8% | +15.7% | -5.3% |
| 1Y | -51.8% | -58.4% | +6.6% | -23.2% |
| 3Y | +320.0% | -40.7% | +360.7% | +431.7% |
| 5Y | +82.5% | -80.0% | +162.5% | +233.3% |
| All | +612.2% | -85.2% | +697.4% | +1,090.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling