+1,681.1%
PLTR vs MSTR
+736.0%
+945.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.1% | +6.3% |
| 7D | -5.1% | -4.0% | -1.2% | -4.0% |
| 30D | -19.1% | -18.6% | -0.4% | -14.1% |
| 3M | -1.6% | +25.6% | -27.2% | -10.0% |
| 6M | +22.8% | -33.1% | +55.8% | +34.2% |
| YTD | -4.8% | -17.3% | +12.5% | -5.2% |
| 1Y | -4.9% | -48.1% | +43.2% | +8.3% |
| 3Y | +826.1% | +154.2% | +671.9% | +394.5% |
| 5Y | +597.7% | +46.2% | +551.5% | +255.1% |
| All | +1,681.1% | +736.0% | +945.0% | +479.4% |
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