+1,124.1%
MSTR vs PWR
+5,135.2%
-4,011.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.3% | +3.0% | -5.1% |
| 7D | -8.7% | -19.9% | +11.2% | -2.0% |
| 30D | -21.4% | -29.3% | +7.8% | -12.1% |
| 3M | +31.4% | -25.5% | +56.9% | +44.0% |
| 6M | -30.8% | -34.0% | +3.2% | -21.6% |
| YTD | -14.9% | +20.7% | -35.6% | -21.7% |
| 1Y | -49.3% | +12.3% | -61.6% | -52.1% |
| 3Y | +184.8% | +201.9% | -17.0% | +94.8% |
| 5Y | +62.1% | +336.8% | -274.6% | +1.8% |
| 10Y | +580.0% | +1,748.9% | -1,168.9% | +169.7% |
| All | +1,124.1% | +5,135.2% | -4,011.1% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling