+554.5%
MSTR vs EAT
+375.0%
+179.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.1% |
| 7D | -4.0% | -3.9% | 0.0% | -2.6% |
| 30D | -18.6% | +5.0% | -23.6% | -20.2% |
| 3M | +25.6% | -9.6% | +35.2% | +28.2% |
| 6M | -33.1% | +46.8% | -79.8% | -42.4% |
| YTD | -17.3% | +41.8% | -59.2% | -29.1% |
| 1Y | -48.1% | +98.3% | -146.4% | -60.8% |
| 3Y | +154.2% | +503.1% | -348.9% | +30.2% |
| 5Y | +46.2% | +356.7% | -310.4% | -20.1% |
| 10Y | +554.5% | +349.8% | +204.7% | +191.4% |
| All | +554.5% | +375.0% | +179.5% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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