+481.0%
MSTR vs EEM
+121.0%
+360.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.0% |
| 7D | -13.4% | +2.7% | -16.1% | -16.3% |
| 30D | -22.1% | -5.4% | -16.7% | -16.1% |
| 3M | +15.0% | -8.6% | +23.6% | +30.1% |
| 6M | -37.3% | -8.9% | -28.4% | -29.9% |
| YTD | -26.5% | +11.9% | -38.5% | -36.1% |
| 1Y | -46.5% | +13.1% | -59.6% | -54.0% |
| 3Y | +121.1% | +70.7% | +50.4% | +22.6% |
| 5Y | +37.5% | +31.8% | +5.7% | +3.5% |
| All | +481.0% | +121.0% | +360.0% | +227.5% |
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