+690.7%
MSTR vs EFV
+163.3%
+527.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -3.5% |
| 7D | +9.3% | +1.0% | +8.3% | +8.2% |
| 30D | +36.5% | +0.2% | +36.3% | +36.7% |
| 3M | +7.3% | +9.6% | -2.3% | -3.7% |
| 6M | +2.2% | +14.0% | -11.8% | -12.4% |
| YTD | -10.2% | +18.5% | -28.6% | -26.2% |
| 1Y | -58.6% | +27.9% | -86.5% | -69.2% |
| 3Y | +283.2% | +92.4% | +190.7% | +78.1% |
| 5Y | +113.8% | +97.2% | +16.6% | +1.3% |
| 10Y | +690.7% | +163.0% | +527.7% | +199.9% |
| All | +690.7% | +163.3% | +527.4% | +199.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling