+1,549.7%
MSTR vs EFV
+248.5%
+1,301.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.3% |
| 7D | -10.7% | +2.1% | -12.9% | -12.4% |
| 30D | -21.6% | +3.1% | -24.6% | -23.6% |
| 3M | +24.4% | -1.3% | +25.7% | +26.2% |
| 6M | -35.5% | +6.0% | -41.5% | -38.2% |
| YTD | -20.3% | +15.8% | -36.2% | -29.0% |
| 1Y | -49.3% | +21.1% | -70.4% | -56.7% |
| 3Y | +137.8% | +91.0% | +46.8% | +40.5% |
| 5Y | +48.3% | +94.3% | -46.0% | -8.1% |
| 10Y | +526.8% | +160.4% | +366.4% | +210.0% |
| All | +1,549.7% | +248.5% | +1,301.2% | +475.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling