+98.5%
EWY vs MSTR
+36.1%
+62.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -1.5% |
| 7D | +4.2% | -13.4% | +17.6% | +6.2% |
| 30D | -10.7% | -22.1% | +11.4% | -7.7% |
| 3M | -20.1% | +15.0% | -35.0% | -21.9% |
| 6M | -24.3% | -37.3% | +13.0% | -20.7% |
| YTD | +46.9% | -26.5% | +73.4% | +49.5% |
| 1Y | +55.2% | -46.5% | +101.7% | +63.2% |
| 3Y | +157.0% | +121.1% | +35.9% | +109.0% |
| All | +98.5% | +36.1% | +62.4% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling