+62.4%
EWY vs MSTR
-44.1%
+106.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.1% | -7.0% | -3.1% |
| 7D | -8.3% | -1.8% | -6.5% | -8.0% |
| 30D | -20.5% | -13.3% | -7.2% | -18.1% |
| 3M | -11.1% | +46.0% | -57.1% | -20.3% |
| 6M | -7.0% | -22.4% | +15.4% | -2.9% |
| YTD | +56.5% | -6.2% | +62.7% | +53.3% |
| 1Y | +62.4% | -42.3% | +104.7% | +70.4% |
| All | +62.4% | -44.1% | +106.6% | +70.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling