-47.4%
MSTR vs EAT
+96.9%
-144.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.5% |
| 7D | -4.0% | -3.9% | 0.0% | -3.5% |
| 30D | -18.6% | +5.0% | -23.6% | -18.7% |
| 3M | +25.6% | -9.6% | +35.2% | +26.6% |
| 6M | -33.1% | +46.8% | -79.8% | -36.5% |
| YTD | -17.3% | +41.8% | -59.2% | -18.8% |
| All | -47.4% | +96.9% | -144.3% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling