+554.5%
MSTR vs PSX
+363.6%
+190.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -3.5% |
| 7D | -4.0% | -8.0% | +4.1% | -1.5% |
| 30D | -18.6% | -9.0% | -9.6% | -16.7% |
| 3M | +25.6% | +24.7% | +0.8% | +15.1% |
| 6M | -33.1% | +49.3% | -82.4% | -42.6% |
| YTD | -17.3% | +100.2% | -117.5% | -36.5% |
| 1Y | -48.1% | +88.8% | -136.9% | -59.4% |
| 3Y | +154.2% | +152.5% | +1.7% | +77.6% |
| 5Y | +46.2% | +283.2% | -237.0% | -11.8% |
| 10Y | +554.5% | +345.8% | +208.7% | +250.2% |
| All | +554.5% | +363.6% | +190.9% | +250.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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