+481.0%
MSTR vs ECL
+197.5%
+283.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -3.5% |
| 7D | -13.4% | +2.9% | -16.3% | -15.1% |
| 30D | -22.1% | +7.5% | -29.6% | -25.7% |
| 3M | +15.0% | +12.2% | +2.7% | +6.0% |
| 6M | -37.3% | +24.6% | -61.9% | -47.1% |
| YTD | -26.5% | +18.8% | -45.3% | -36.1% |
| 1Y | -46.5% | +19.3% | -65.8% | -53.8% |
| 3Y | +121.1% | +78.2% | +42.9% | +39.3% |
| 5Y | +37.5% | +38.8% | -1.3% | +0.5% |
| All | +481.0% | +197.5% | +283.5% | +181.9% |
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