-42.3%
MSTR vs EFV
+25.8%
-68.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | -0.4% |
| 7D | -1.8% | +2.9% | -4.7% | -6.5% |
| 30D | -13.3% | +3.6% | -16.9% | -18.2% |
| 3M | +46.0% | -0.1% | +46.1% | +46.8% |
| 6M | -22.4% | +9.6% | -32.1% | -32.4% |
| YTD | -6.2% | +17.0% | -23.2% | -20.8% |
| 1Y | -42.3% | +25.7% | -67.9% | -52.5% |
| All | -42.3% | +25.8% | -68.1% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling