+1,668.3%
PLTR vs MSTR
+643.0%
+1,025.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.4% |
| 7D | +4.7% | -13.4% | +18.2% | +9.2% |
| 30D | -16.4% | -22.1% | +5.7% | -10.2% |
| 3M | -6.2% | +15.0% | -21.1% | -11.9% |
| 6M | +29.2% | -37.3% | +66.5% | +44.0% |
| YTD | -5.5% | -26.5% | +21.1% | -2.6% |
| 1Y | -2.4% | -46.5% | +44.1% | +10.0% |
| 3Y | +752.3% | +121.1% | +631.2% | +374.5% |
| 5Y | +635.8% | +37.5% | +598.3% | +282.5% |
| All | +1,668.3% | +643.0% | +1,025.3% | +495.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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