+481.0%
MSTR vs PSLV
+142.8%
+338.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.5% |
| 7D | -13.4% | -6.3% | -7.1% | -10.9% |
| 30D | -22.1% | -12.7% | -9.4% | -17.2% |
| 3M | +15.0% | -24.7% | +39.7% | +30.9% |
| 6M | -37.3% | -44.6% | +7.3% | -20.1% |
| YTD | -26.5% | -33.3% | +6.7% | -18.7% |
| 1Y | -46.5% | -8.6% | -37.9% | -49.0% |
| 3Y | +121.1% | +108.2% | +12.9% | +44.7% |
| 5Y | +37.5% | +79.1% | -41.6% | -7.2% |
| All | +481.0% | +142.8% | +338.3% | +255.2% |
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