+526.8%
MSTR vs EEM
+109.9%
+416.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -2.7% |
| 7D | -10.7% | -0.9% | -9.9% | -9.7% |
| 30D | -21.6% | -9.3% | -12.2% | -11.0% |
| 3M | +24.4% | -7.1% | +31.4% | +37.7% |
| 6M | -35.5% | -10.4% | -25.1% | -26.4% |
| YTD | -20.3% | +11.3% | -31.6% | -30.2% |
| 1Y | -49.3% | +11.3% | -60.6% | -55.6% |
| 3Y | +137.8% | +69.6% | +68.1% | +32.9% |
| 5Y | +48.3% | +33.6% | +14.7% | +10.9% |
| 10Y | +526.8% | +114.1% | +412.7% | +265.2% |
| All | +526.8% | +109.9% | +416.8% | +265.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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