+736.9%
MSTR vs PWR
+2,321.3%
-1,584.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.8% |
| 7D | +12.2% | +3.6% | +8.6% | +9.9% |
| 30D | +45.2% | -8.6% | +53.7% | +52.5% |
| 3M | +10.4% | -13.2% | +23.5% | +17.9% |
| 6M | -2.5% | +9.9% | -12.4% | -11.1% |
| YTD | -6.0% | +48.0% | -54.1% | -29.4% |
| 1Y | -56.4% | +66.2% | -122.6% | -69.6% |
| 3Y | +306.3% | +195.1% | +111.2% | +95.0% |
| 5Y | +100.5% | +442.6% | -342.1% | -29.5% |
| All | +736.9% | +2,321.3% | -1,584.4% | +63.2% |
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