+570.4%
MSTR vs ECL
+199.1%
+371.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.8% |
| 7D | -1.2% | -0.8% | -0.5% | -0.6% |
| 30D | -15.9% | +8.1% | -24.1% | -20.2% |
| 3M | +33.1% | +6.4% | +26.8% | +27.3% |
| 6M | -31.0% | +14.8% | -45.7% | -38.3% |
| YTD | -15.1% | +15.5% | -30.6% | -24.8% |
| 1Y | -45.6% | +20.1% | -65.8% | -53.4% |
| 3Y | +180.5% | +77.8% | +102.8% | +76.7% |
| 5Y | +61.7% | +37.9% | +23.8% | +19.2% |
| All | +570.4% | +199.1% | +371.3% | +225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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