+148.1%
EWY vs MSTR
+110.6%
+37.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +4.9% | +1.1% |
| 7D | +8.0% | +9.3% | -1.3% | +6.6% |
| 30D | +14.3% | +36.5% | -22.2% | +9.4% |
| 3M | +2.3% | +7.3% | -5.0% | +0.5% |
| 6M | +49.9% | +2.2% | +47.6% | +48.2% |
| YTD | +95.3% | -10.2% | +105.5% | +94.2% |
| 1Y | +161.7% | -58.6% | +220.3% | +182.0% |
| 3Y | +230.2% | +283.2% | -53.0% | +149.5% |
| 5Y | +148.1% | +113.8% | +34.4% | +80.7% |
| All | +148.1% | +110.6% | +37.5% | +80.7% |
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