+40.4%
MSTR vs ED
+85.1%
-44.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.2% |
| 7D | -13.4% | +2.1% | -15.5% | -13.2% |
| 30D | -22.1% | +10.4% | -32.5% | -20.9% |
| 3M | +15.0% | +12.5% | +2.4% | +17.0% |
| 6M | -37.3% | +14.9% | -52.2% | -36.0% |
| YTD | -26.5% | +24.8% | -51.4% | -25.0% |
| 1Y | -46.5% | +23.8% | -70.3% | -45.3% |
| 3Y | +121.1% | +51.6% | +69.4% | +106.7% |
| All | +40.4% | +85.1% | -44.7% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling