+180.5%
MSTR vs ED
+44.5%
+136.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -1.7% |
| 7D | -1.2% | +1.6% | -2.9% | -0.2% |
| 30D | -15.9% | +13.3% | -29.2% | -8.9% |
| 3M | +33.1% | +9.7% | +23.4% | +41.9% |
| 6M | -31.0% | +12.8% | -43.8% | -24.8% |
| YTD | -15.1% | +22.3% | -37.5% | -3.2% |
| 1Y | -45.6% | +26.3% | -71.9% | -36.8% |
| 3Y | +180.5% | +45.0% | +135.5% | +233.0% |
| All | +180.5% | +44.5% | +136.0% | +233.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling