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  • MSTR vs EFA✓SelectedUSD · EFAMSTR vs EFA performance historyLatest closeAs of-1.39%09/04
Stock and ETF performance explorer

MSTR vs EFA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,825.3%
EFA return
+394.8%
Excess return
+5,430.5%
Maximum drawdown
-90.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEFAExcessAlpha
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