-2.2%
PLTR vs MSTR
+32.0%
-34.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -9.3% | -0.4% | -6.8% |
| 7D | -21.1% | -8.7% | -12.4% | -18.7% |
| 30D | -19.3% | -21.4% | +2.1% | -13.7% |
| 3M | -2.2% | +31.4% | -33.6% | -9.9% |
| All | -2.2% | +32.0% | -34.2% | -9.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling