-56.4%
MSTR vs EFV
+30.7%
-87.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.1% |
| 7D | +12.2% | +1.5% | +10.7% | +9.5% |
| 30D | +45.2% | +1.7% | +43.4% | +41.2% |
| 3M | +10.4% | +8.6% | +1.7% | -3.3% |
| 6M | -2.5% | +11.7% | -14.2% | -17.6% |
| YTD | -6.0% | +19.3% | -25.3% | -25.5% |
| 1Y | -56.4% | +30.2% | -86.6% | -67.9% |
| All | -56.4% | +30.7% | -87.1% | -67.9% |
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