+645.5%
MSTR vs PSLV
+189.7%
+455.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.3% | +2.2% | -1.0% |
| 7D | -11.2% | -4.9% | -6.4% | -9.4% |
| 30D | +33.8% | -1.9% | +35.7% | +35.7% |
| 3M | +11.5% | +4.2% | +7.3% | +10.7% |
| 6M | -7.2% | -27.6% | +20.4% | +4.7% |
| YTD | -15.4% | -11.7% | -3.7% | -16.9% |
| 1Y | -60.6% | +49.3% | -109.9% | -70.0% |
| 3Y | +260.8% | +167.1% | +93.7% | +113.8% |
| 5Y | +108.8% | +151.7% | -42.8% | +24.7% |
| All | +645.5% | +189.7% | +455.8% | +303.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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