+526.8%
MSTR vs EAT
+328.6%
+198.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -2.3% |
| 7D | -10.7% | -5.9% | -4.8% | -8.8% |
| 30D | -21.6% | +0.7% | -22.2% | -22.0% |
| 3M | +24.4% | -14.2% | +38.6% | +29.2% |
| 6M | -35.5% | +40.7% | -76.2% | -43.7% |
| YTD | -20.3% | +36.0% | -56.3% | -30.7% |
| 1Y | -49.3% | +83.1% | -132.4% | -60.7% |
| 3Y | +137.8% | +474.8% | -337.0% | +23.7% |
| 5Y | +48.3% | +347.6% | -299.3% | -18.2% |
| 10Y | +526.8% | +321.5% | +205.3% | +180.7% |
| All | +526.8% | +328.6% | +198.2% | +180.7% |
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