+526.8%
MSTR vs PWR
+1,818.7%
-1,292.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -2.8% |
| 7D | -10.7% | -11.2% | +0.5% | -5.8% |
| 30D | -21.6% | -17.4% | -4.2% | -13.9% |
| 3M | +24.4% | -11.7% | +36.1% | +30.2% |
| 6M | -35.5% | -21.7% | -13.8% | -28.4% |
| YTD | -20.3% | +38.3% | -58.6% | -39.2% |
| 1Y | -49.3% | +29.6% | -78.9% | -59.7% |
| 3Y | +137.8% | +236.1% | -98.4% | +3.0% |
| 5Y | +48.3% | +406.3% | -358.0% | -47.3% |
| 10Y | +526.8% | +1,796.7% | -1,269.9% | +33.9% |
| All | +526.8% | +1,818.7% | -1,292.0% | +33.9% |
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