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  • MSTR vs EFV✓SelectedUSD · EFVMSTR vs EFV performance historyLatest closeAs of-1.39%09/04
Stock and ETF performance explorer

MSTR vs EFV

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,845.8%
EFV return
+258.8%
Excess return
+1,586.9%
Maximum drawdown
-89.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEFVExcessAlpha
1D-1.4%-0.1%-1.3%-1.3%
7D+12.2%+1.5%+10.7%+10.8%
30D+45.2%+1.7%+43.4%+43.2%
3M+10.4%+8.6%+1.7%+3.2%
6M-2.5%+11.7%-14.2%-10.7%
YTD-6.0%+19.3%-25.3%-18.5%
1Y-56.4%+30.2%-86.6%-65.1%
3Y+306.3%+91.6%+214.7%+139.0%
5Y+100.5%+96.4%+4.1%+22.8%
10Y+741.1%+166.5%+574.6%+306.4%
All+1,845.8%+258.8%+1,586.9%+560.2%

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