-45.5%
MSTR vs EFV
+19.5%
-65.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -14.2% | -1.0% | -13.2% | -12.5% |
| 30D | -19.9% | +3.1% | -22.9% | -23.8% |
| 3M | +27.3% | -1.2% | +28.6% | +30.8% |
| 6M | -37.6% | +5.6% | -43.2% | -42.4% |
| YTD | -19.5% | +15.8% | -35.3% | -31.2% |
| All | -45.5% | +19.5% | -65.0% | -53.7% |
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