+690.7%
MSTR vs EAT
+373.3%
+317.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.0% | -3.3% |
| 7D | +9.3% | -4.9% | +14.2% | +11.1% |
| 30D | +36.5% | -1.2% | +37.7% | +36.3% |
| 3M | +7.3% | +52.2% | -44.9% | -7.9% |
| 6M | +2.2% | +65.0% | -62.8% | -15.6% |
| YTD | -10.2% | +55.0% | -65.2% | -24.7% |
| 1Y | -58.6% | +42.1% | -100.7% | -64.8% |
| 3Y | +283.2% | +614.7% | -331.5% | +86.4% |
| 5Y | +113.8% | +322.7% | -209.0% | +17.7% |
| 10Y | +690.7% | +382.0% | +308.7% | +258.2% |
| All | +690.7% | +373.3% | +317.4% | +258.2% |
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