+5,264.4%
MSTR vs EEM
+860.9%
+4,403.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.7% |
| 7D | +12.2% | +2.3% | +9.8% | +10.3% |
| 30D | +45.2% | +4.5% | +40.6% | +41.0% |
| 3M | +10.4% | -0.1% | +10.4% | +10.6% |
| 6M | -2.5% | +16.9% | -19.4% | -12.6% |
| YTD | -6.0% | +26.2% | -32.2% | -20.0% |
| 1Y | -56.4% | +40.5% | -96.9% | -65.5% |
| 3Y | +306.3% | +86.2% | +220.1% | +175.1% |
| 5Y | +100.5% | +45.5% | +55.0% | +70.4% |
| 10Y | +741.1% | +128.6% | +612.4% | +443.0% |
| All | +5,264.4% | +860.9% | +4,403.5% | +506.4% |
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