-31.0%
MSTR vs ECL
+15.5%
-46.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.9% |
| 7D | -1.2% | -0.8% | -0.5% | -1.0% |
| 30D | -15.9% | +8.1% | -24.1% | -11.4% |
| 3M | +33.1% | +6.4% | +26.8% | +38.5% |
| 6M | -31.0% | +14.8% | -45.7% | -23.7% |
| All | -31.0% | +15.5% | -46.5% | -23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling