-49.3%
MSTR vs ECL
+20.7%
-70.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | -10.7% | +0.4% | -11.2% | -10.5% |
| 30D | -21.6% | +8.6% | -30.1% | -20.8% |
| 3M | +24.4% | +7.9% | +16.5% | +25.6% |
| 6M | -35.5% | +21.0% | -56.5% | -35.2% |
| YTD | -20.3% | +17.5% | -37.8% | -16.1% |
| 1Y | -49.3% | +19.7% | -69.0% | -45.0% |
| All | -49.3% | +20.7% | -70.0% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling