+49.9%
MSTR vs EEM
+30.1%
+19.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -4.4% |
| 7D | -1.2% | -2.8% | +1.6% | +4.2% |
| 30D | -15.9% | -11.9% | -4.0% | +7.4% |
| 3M | +33.1% | -8.8% | +41.9% | +59.8% |
| 6M | -31.0% | -11.6% | -19.4% | -15.8% |
| YTD | -15.1% | +9.0% | -24.2% | -34.5% |
| 1Y | -45.6% | +10.6% | -56.2% | -59.4% |
| 3Y | +180.5% | +64.4% | +116.2% | -11.5% |
| All | +49.9% | +30.1% | +19.8% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling