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  • MSTR vs EFX✓SelectedUSD · EFXMSTR vs EFX performance historyLatest closeAs of-4.40%09/08
Stock and ETF performance explorer

MSTR vs EFX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+690.7%
EFX return
+40.1%
Excess return
+650.7%
Maximum drawdown
-89.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEFXExcessAlpha
1D-4.4%-3.1%-1.3%-2.9%
7D+9.3%-7.8%+17.2%+13.8%
30D+36.5%-5.7%+42.2%+40.5%
3M+7.3%+2.5%+4.8%+4.8%
6M+2.2%-16.7%+18.9%+9.5%
YTD-10.2%-20.2%+10.0%-2.6%
1Y-58.6%-31.4%-27.2%-51.9%
3Y+283.2%-10.5%+293.7%+275.4%
5Y+113.8%-35.2%+149.0%+136.1%
10Y+690.7%+40.2%+650.6%+618.4%
All+690.7%+40.1%+650.7%+618.4%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling