+126.6%
MSTR vs EAT
+474.6%
-348.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.6% | -4.9% | -6.0% |
| 7D | -11.5% | -7.1% | -4.4% | -9.3% |
| 30D | -24.8% | -2.3% | -22.5% | -24.4% |
| 3M | +20.6% | -19.6% | +40.3% | +29.0% |
| 6M | -38.0% | +46.0% | -84.0% | -47.6% |
| YTD | -24.7% | +37.7% | -62.4% | -36.0% |
| 1Y | -49.1% | +73.8% | -122.8% | -61.5% |
| All | +126.6% | +474.6% | -348.0% | +18.9% |
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