+113.8%
MSTR vs EEM
+45.8%
+68.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.8% |
| 7D | +9.3% | +3.1% | +6.2% | +3.2% |
| 30D | +36.5% | +4.9% | +31.6% | +25.5% |
| 3M | +7.3% | +5.2% | +2.1% | -4.9% |
| 6M | +2.2% | +20.7% | -18.5% | -33.7% |
| YTD | -10.2% | +26.5% | -36.6% | -47.7% |
| 1Y | -58.6% | +37.8% | -96.5% | -80.0% |
| 3Y | +283.2% | +91.0% | +192.2% | -8.5% |
| 5Y | +113.8% | +47.0% | +66.7% | +6.8% |
| All | +113.8% | +45.8% | +68.0% | +6.8% |
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