+40.4%
MSTR vs EFA
+49.5%
-9.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.8% |
| 7D | -13.4% | +2.2% | -15.7% | -18.0% |
| 30D | -22.1% | +1.4% | -23.5% | -24.3% |
| 3M | +15.0% | -4.2% | +19.1% | +27.7% |
| 6M | -37.3% | +1.9% | -39.2% | -39.1% |
| YTD | -26.5% | +10.2% | -36.7% | -40.2% |
| 1Y | -46.5% | +12.8% | -59.3% | -59.0% |
| 3Y | +121.1% | +65.2% | +55.9% | -31.2% |
| All | +40.4% | +49.5% | -9.1% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling