+481.0%
MSTR vs EAT
+320.8%
+160.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -13.4% | -4.0% | -9.4% | -12.2% |
| 30D | -22.1% | -2.9% | -19.2% | -21.5% |
| 3M | +15.0% | -16.9% | +31.8% | +21.1% |
| 6M | -37.3% | +57.0% | -94.3% | -47.2% |
| YTD | -26.5% | +38.2% | -64.7% | -36.5% |
| 1Y | -46.5% | +69.3% | -115.8% | -57.2% |
| 3Y | +121.1% | +483.0% | -361.9% | +14.4% |
| 5Y | +37.5% | +364.1% | -326.6% | -24.9% |
| All | +481.0% | +320.8% | +160.2% | +161.6% |
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