+120.4%
MSTR vs EAT
+350.4%
-230.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | +12.2% | 0.0% | +12.2% | +11.9% |
| 30D | +45.2% | +1.9% | +43.3% | +42.3% |
| 3M | +10.4% | +68.7% | -58.3% | -18.8% |
| 6M | -2.5% | +66.9% | -69.4% | -29.6% |
| YTD | -6.0% | +60.4% | -66.4% | -31.4% |
| 1Y | -56.4% | +44.0% | -100.4% | -67.0% |
| 3Y | +306.3% | +604.7% | -298.4% | -4.4% |
| All | +120.4% | +350.4% | -230.1% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling