+690.7%
MSTR vs EEM
+124.9%
+565.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.6% |
| 7D | +9.3% | +3.1% | +6.2% | +5.4% |
| 30D | +36.5% | +4.9% | +31.6% | +29.5% |
| 3M | +7.3% | +5.2% | +2.1% | +0.4% |
| 6M | +2.2% | +20.7% | -18.5% | -19.3% |
| YTD | -10.2% | +26.5% | -36.6% | -32.8% |
| 1Y | -58.6% | +37.8% | -96.5% | -72.0% |
| 3Y | +283.2% | +91.0% | +192.2% | +87.2% |
| 5Y | +113.8% | +47.0% | +66.7% | +40.3% |
| 10Y | +690.7% | +125.6% | +565.2% | +321.7% |
| All | +690.7% | +124.9% | +565.8% | +321.7% |
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