+120.4%
MSTR vs PSX
+342.7%
-222.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +12.2% | +4.5% | +7.6% | +10.1% |
| 30D | +45.2% | +26.6% | +18.6% | +31.3% |
| 3M | +10.4% | +39.3% | -28.9% | -4.2% |
| 6M | -2.5% | +56.8% | -59.3% | -20.9% |
| YTD | -6.0% | +101.8% | -107.8% | -32.1% |
| 1Y | -56.4% | +99.6% | -156.0% | -68.6% |
| 3Y | +306.3% | +140.3% | +165.9% | +161.0% |
| All | +120.4% | +342.7% | -222.3% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling