+180.5%
MSTR vs EAT
+486.0%
-305.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.7% |
| 7D | -1.2% | -2.6% | +1.4% | -0.3% |
| 30D | -15.9% | +11.5% | -27.4% | -19.1% |
| 3M | +33.1% | -9.1% | +42.2% | +36.0% |
| 6M | -31.0% | +40.4% | -71.4% | -40.7% |
| YTD | -15.1% | +43.9% | -59.1% | -28.9% |
| 1Y | -45.6% | +101.9% | -147.6% | -61.6% |
| 3Y | +180.5% | +489.9% | -309.4% | +43.0% |
| All | +180.5% | +486.0% | -305.5% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling