+5,825.3%
MSTR vs EFA
+394.8%
+5,430.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +12.2% | +0.6% | +11.6% | +11.7% |
| 30D | +45.2% | +0.9% | +44.3% | +44.4% |
| 3M | +10.4% | +4.9% | +5.5% | +6.1% |
| 6M | -2.5% | +8.6% | -11.1% | -9.1% |
| YTD | -6.0% | +14.6% | -20.6% | -16.5% |
| 1Y | -56.4% | +22.6% | -79.0% | -63.8% |
| 3Y | +306.3% | +66.5% | +239.8% | +160.9% |
| 5Y | +100.5% | +54.5% | +45.9% | +50.4% |
| 10Y | +741.1% | +144.8% | +596.3% | +330.5% |
| All | +5,825.3% | +394.8% | +5,430.5% | +1,071.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling