+1,851.1%
MSTR vs PSKY
-42.2%
+1,893.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | +12.2% | -0.2% | +12.4% | +12.3% |
| 30D | +45.2% | +24.0% | +21.2% | +35.4% |
| 3M | +10.4% | +2.2% | +8.2% | +9.6% |
| 6M | -2.5% | -9.0% | +6.5% | -0.4% |
| YTD | -6.0% | -18.1% | +12.1% | -2.1% |
| 1Y | -56.4% | -25.1% | -31.3% | -54.0% |
| 3Y | +306.3% | -16.3% | +322.6% | +275.9% |
| 5Y | +100.5% | -70.4% | +170.9% | +160.2% |
| 10Y | +741.1% | -74.2% | +815.3% | +893.9% |
| All | +1,851.1% | -42.2% | +1,893.3% | +1,748.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling