+677.4%
MSTR vs EFA
+141.5%
+535.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -1.1% |
| 7D | +7.7% | -0.5% | +8.2% | +8.8% |
| 30D | +36.3% | -1.3% | +37.7% | +39.9% |
| 3M | +13.4% | +5.2% | +8.2% | +6.0% |
| 6M | -4.5% | +9.4% | -13.8% | -15.7% |
| YTD | -12.7% | +12.7% | -25.4% | -25.7% |
| 1Y | -59.6% | +19.3% | -78.9% | -68.4% |
| 3Y | +272.5% | +66.3% | +206.1% | +86.2% |
| 5Y | +107.1% | +53.4% | +53.8% | +21.3% |
| 10Y | +677.4% | +144.4% | +532.9% | +212.9% |
| All | +677.4% | +141.5% | +535.9% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 10y: compounded portfolio wealth divided by compounded EFA 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…
10y analysis · Full analysis span regression · 6 months rolling