+1,124.1%
MSTR vs ECL
+2,676.1%
-1,551.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -7.6% |
| 7D | -8.7% | +1.7% | -10.4% | -9.5% |
| 30D | -21.4% | +8.9% | -30.3% | -25.2% |
| 3M | +31.4% | +7.4% | +24.0% | +25.8% |
| 6M | -30.8% | +19.3% | -50.2% | -38.6% |
| YTD | -14.9% | +17.4% | -32.3% | -23.8% |
| 1Y | -49.3% | +19.4% | -68.7% | -55.2% |
| 3Y | +184.8% | +80.5% | +104.3% | +94.3% |
| 5Y | +62.1% | +40.2% | +21.9% | +32.0% |
| 10Y | +580.0% | +207.8% | +372.1% | +251.1% |
| All | +1,124.1% | +2,676.1% | -1,551.9% | +110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling