+180.5%
MSTR vs PSX
+131.4%
+49.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.2% | -13.1% | +11.9% | +2.9% |
| 30D | -15.9% | -9.5% | -6.4% | -14.0% |
| 3M | +33.1% | +20.2% | +12.9% | +21.3% |
| 6M | -31.0% | +44.9% | -75.9% | -42.2% |
| YTD | -15.1% | +94.4% | -109.6% | -39.6% |
| 1Y | -45.6% | +83.1% | -128.7% | -60.3% |
| 3Y | +180.5% | +132.2% | +48.4% | +105.9% |
| All | +180.5% | +131.4% | +49.1% | +105.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling