+554.5%
MSTR vs ECL
+205.6%
+348.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.9% |
| 7D | -4.0% | -0.5% | -3.4% | -3.5% |
| 30D | -18.6% | +8.8% | -27.5% | -23.1% |
| 3M | +25.6% | +7.8% | +17.7% | +18.9% |
| 6M | -33.1% | +21.3% | -54.4% | -42.5% |
| YTD | -17.3% | +17.8% | -35.1% | -27.7% |
| 1Y | -48.1% | +21.1% | -69.2% | -55.7% |
| 3Y | +154.2% | +80.1% | +74.1% | +58.8% |
| 5Y | +46.2% | +40.5% | +5.7% | +6.3% |
| 10Y | +554.5% | +197.7% | +356.8% | +214.6% |
| All | +554.5% | +205.6% | +348.9% | +214.6% |
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