+4,496.2%
MSTR vs EEM
+767.8%
+3,728.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.4% | -0.7% |
| 7D | -14.2% | +0.7% | -14.8% | -14.5% |
| 30D | -19.9% | -6.2% | -13.7% | -15.6% |
| 3M | +27.3% | -5.2% | +32.5% | +33.6% |
| 6M | -37.6% | -8.1% | -29.4% | -33.2% |
| YTD | -19.5% | +14.0% | -33.5% | -25.7% |
| 1Y | -47.1% | +13.8% | -60.9% | -51.1% |
| 3Y | +140.3% | +73.7% | +66.5% | +72.4% |
| 5Y | +49.5% | +34.6% | +15.0% | +35.6% |
| 10Y | +521.9% | +123.6% | +398.3% | +317.7% |
| All | +4,496.2% | +767.8% | +3,728.4% | +463.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling