+181.3%
MSTR vs PWR
+202.1%
-20.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.3% | +3.0% | -1.9% |
| 7D | -8.7% | -19.9% | +11.2% | +3.1% |
| 30D | -21.4% | -29.3% | +7.8% | -4.4% |
| 3M | +31.4% | -25.5% | +56.9% | +53.5% |
| 6M | -30.8% | -34.0% | +3.2% | -13.4% |
| YTD | -14.9% | +20.7% | -35.6% | -32.2% |
| 1Y | -49.3% | +12.3% | -61.6% | -57.4% |
| All | +181.3% | +202.1% | -20.8% | +58.5% |
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 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