+113.8%
MSTR vs EFA
+54.2%
+59.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.2% |
| 7D | +9.3% | +1.2% | +8.1% | +6.8% |
| 30D | +36.5% | -0.7% | +37.2% | +39.7% |
| 3M | +7.3% | +6.4% | +0.9% | -5.7% |
| 6M | +2.2% | +11.4% | -9.1% | -19.5% |
| YTD | -10.2% | +14.0% | -24.1% | -32.4% |
| 1Y | -58.6% | +20.2% | -78.8% | -72.5% |
| 3Y | +283.2% | +68.2% | +215.0% | +15.3% |
| 5Y | +113.8% | +54.8% | +59.0% | -9.7% |
| All | +113.8% | +54.2% | +59.5% | -9.7% |
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