+40.4%
MSTR vs PWR
+411.6%
-371.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -1.9% |
| 7D | -13.4% | +11.3% | -24.7% | -20.5% |
| 30D | -22.1% | -8.9% | -13.2% | -19.0% |
| 3M | +15.0% | -10.5% | +25.5% | +20.1% |
| 6M | -37.3% | -22.2% | -15.1% | -28.3% |
| YTD | -26.5% | +42.7% | -69.3% | -51.6% |
| 1Y | -46.5% | +41.1% | -87.6% | -64.5% |
| 3Y | +121.1% | +242.7% | -121.7% | -42.1% |
| All | +40.4% | +411.6% | -371.2% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling