-42.3%
MSTR vs EFX
-7.5%
-34.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +4.6% |
| 7D | -1.8% | +9.2% | -11.0% | -3.7% |
| 30D | -13.3% | +34.8% | -48.1% | -19.2% |
| 3M | +46.0% | +8.8% | +37.1% | +42.5% |
| 6M | -22.4% | +12.3% | -34.8% | -24.9% |
| YTD | -6.2% | -10.6% | +4.4% | -4.4% |
| 1Y | -42.3% | -6.7% | -35.5% | -39.6% |
| All | -42.3% | -7.5% | -34.8% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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