+228.6%
EWY vs MSTR
+312.1%
-83.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +4.8% |
| 7D | +4.8% | +12.2% | -7.4% | +3.1% |
| 30D | +11.7% | +45.2% | -33.5% | +6.1% |
| 3M | -7.4% | +10.4% | -17.8% | -9.3% |
| 6M | +40.6% | -2.5% | +43.0% | +39.6% |
| YTD | +94.3% | -6.0% | +100.3% | +92.0% |
| 1Y | +164.3% | -56.4% | +220.7% | +179.2% |
| All | +228.6% | +312.1% | -83.5% | +177.8% |
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