+765.0%
PLTR vs MSTR
+179.7%
+585.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.5% |
| 7D | -12.9% | -1.2% | -11.7% | -12.6% |
| 30D | -17.4% | -15.9% | -1.4% | -13.9% |
| 3M | +2.9% | +33.1% | -30.3% | -5.2% |
| 6M | +19.9% | -31.0% | +50.9% | +27.4% |
| YTD | -9.8% | -15.1% | +5.4% | -10.3% |
| 1Y | -8.4% | -45.6% | +37.3% | 0.0% |
| 3Y | +765.0% | +180.5% | +584.5% | +613.0% |
| All | +765.0% | +179.7% | +585.4% | +613.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling