+570.4%
MSTR vs PWR
+1,832.8%
-1,262.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.3% | -6.5% | -4.0% |
| 7D | -1.2% | -12.9% | +11.7% | +5.8% |
| 30D | -15.9% | -22.8% | +6.9% | -3.4% |
| 3M | +33.1% | -19.0% | +52.1% | +47.5% |
| 6M | -31.0% | -31.1% | +0.1% | -16.8% |
| YTD | -15.1% | +28.2% | -43.4% | -31.9% |
| 1Y | -45.6% | +22.2% | -67.8% | -55.0% |
| 3Y | +180.5% | +222.1% | -41.6% | +25.6% |
| 5Y | +61.7% | +364.1% | -302.4% | -39.0% |
| All | +570.4% | +1,832.8% | -1,262.4% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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