+154.2%
MSTR vs PWR
+245.6%
-91.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.4% | -11.9% | -8.0% |
| 7D | -4.0% | -4.8% | +0.8% | -2.9% |
| 30D | -18.6% | -16.2% | -2.4% | -11.1% |
| 3M | +25.6% | -11.9% | +37.5% | +31.9% |
| 6M | -33.1% | -20.6% | -12.5% | -25.6% |
| YTD | -17.3% | +40.3% | -57.6% | -40.3% |
| 1Y | -48.1% | +33.0% | -81.1% | -61.0% |
| 3Y | +154.2% | +250.0% | -95.8% | +22.8% |
| All | +154.2% | +245.6% | -91.4% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling