+536.9%
MSTR vs PSX
+357.1%
+179.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.1% |
| 7D | -14.2% | -0.4% | -13.8% | -14.0% |
| 30D | -19.9% | -8.1% | -11.8% | -18.2% |
| 3M | +27.3% | +15.9% | +11.4% | +19.8% |
| 6M | -37.6% | +49.4% | -86.9% | -46.4% |
| YTD | -19.5% | +104.7% | -124.1% | -38.6% |
| 1Y | -47.1% | +89.1% | -136.2% | -58.7% |
| 3Y | +140.3% | +151.7% | -11.5% | +68.0% |
| 5Y | +49.5% | +298.3% | -248.8% | -10.9% |
| All | +536.9% | +357.1% | +179.8% | +233.6% |
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