+308.8%
EWY vs MSTR
+675.4%
-366.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.8% |
| 7D | +6.7% | +7.7% | -1.1% | +5.5% |
| 30D | +17.0% | +36.3% | -19.4% | +12.2% |
| 3M | +3.7% | +13.4% | -9.7% | +1.3% |
| 6M | +42.5% | -4.5% | +47.0% | +42.0% |
| YTD | +96.2% | -12.7% | +108.9% | +95.8% |
| 1Y | +160.4% | -59.6% | +220.0% | +180.7% |
| 3Y | +231.7% | +272.5% | -40.8% | +157.1% |
| 5Y | +153.3% | +107.1% | +46.1% | +91.1% |
| 10Y | +308.8% | +677.4% | -368.6% | +98.2% |
| All | +308.8% | +675.4% | -366.6% | +98.2% |
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