+731.6%
MSTR vs ECL
+150.0%
+581.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +12.2% | -2.6% | +14.8% | +14.1% |
| 30D | +45.2% | -2.2% | +47.3% | +47.0% |
| 3M | +10.4% | +10.1% | +0.3% | +1.9% |
| 6M | -2.5% | -5.7% | +3.3% | +0.2% |
| YTD | -6.0% | +7.0% | -13.0% | -12.2% |
| 1Y | -56.4% | +2.7% | -59.1% | -58.3% |
| 3Y | +306.3% | +57.7% | +248.6% | +178.5% |
| 5Y | +100.5% | +31.1% | +69.4% | +54.0% |
| All | +731.6% | +150.0% | +581.6% | +340.4% |
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