+283.2%
MSTR vs EFA
+68.2%
+215.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.3% |
| 7D | +9.3% | +1.2% | +8.1% | +7.1% |
| 30D | +36.5% | -0.7% | +37.2% | +39.3% |
| 3M | +7.3% | +6.4% | +0.9% | -3.8% |
| 6M | +2.2% | +11.4% | -9.1% | -16.2% |
| YTD | -10.2% | +14.0% | -24.1% | -29.0% |
| 1Y | -58.6% | +20.2% | -78.8% | -70.6% |
| 3Y | +283.2% | +68.2% | +215.0% | +58.2% |
| All | +283.2% | +68.2% | +215.0% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling