-58.6%
MSTR vs EFV
+28.1%
-86.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -3.1% |
| 7D | +9.3% | +1.0% | +8.3% | +7.8% |
| 30D | +36.5% | +0.2% | +36.3% | +36.6% |
| 3M | +7.3% | +9.6% | -2.3% | -7.2% |
| 6M | +2.2% | +14.0% | -11.8% | -16.4% |
| YTD | -10.2% | +18.5% | -28.6% | -27.9% |
| 1Y | -58.6% | +27.9% | -86.5% | -68.9% |
| All | -58.6% | +28.1% | -86.7% | -68.9% |
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