+304.5%
MSTR vs PSKY
-13.9%
+318.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | +12.2% | -0.2% | +12.4% | +12.2% |
| 30D | +45.2% | +24.0% | +21.2% | +39.3% |
| 3M | +10.4% | +2.2% | +8.2% | +10.0% |
| 6M | -2.5% | -9.0% | +6.5% | -1.2% |
| YTD | -6.0% | -18.1% | +12.1% | -3.4% |
| 1Y | -56.4% | -25.1% | -31.3% | -54.7% |
| All | +304.5% | -13.9% | +318.3% | +292.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling