+554.5%
MSTR vs ED
+132.0%
+422.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.4% | -2.6% |
| 7D | -4.0% | -0.1% | -3.9% | -4.0% |
| 30D | -18.6% | +11.6% | -30.2% | -18.2% |
| 3M | +25.6% | +10.5% | +15.0% | +26.3% |
| 6M | -33.1% | +13.2% | -46.3% | -32.6% |
| YTD | -17.3% | +22.1% | -39.5% | -16.9% |
| 1Y | -48.1% | +24.2% | -72.2% | -47.8% |
| 3Y | +154.2% | +46.9% | +107.3% | +149.7% |
| 5Y | +46.2% | +80.8% | -34.6% | +44.2% |
| 10Y | +554.5% | +134.3% | +420.3% | +534.6% |
| All | +554.5% | +132.0% | +422.5% | +534.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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