+180.5%
MSTR vs EEM
+63.6%
+117.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -3.7% |
| 7D | -1.2% | -2.8% | +1.6% | +3.4% |
| 30D | -15.9% | -11.9% | -4.0% | +2.9% |
| 3M | +33.1% | -8.8% | +41.9% | +55.4% |
| 6M | -31.0% | -11.6% | -19.4% | -17.9% |
| YTD | -15.1% | +9.0% | -24.2% | -31.6% |
| 1Y | -45.6% | +10.6% | -56.2% | -57.4% |
| 3Y | +180.5% | +64.4% | +116.2% | +21.5% |
| All | +180.5% | +63.6% | +117.0% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling