+495.5%
MSTR vs EFX
+79.2%
+416.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.1% |
| 7D | -11.5% | -3.6% | -7.9% | -9.9% |
| 30D | -24.8% | +25.3% | -50.1% | -33.3% |
| 3M | +20.6% | +3.8% | +16.8% | +17.3% |
| 6M | -38.0% | +12.7% | -50.7% | -43.1% |
| YTD | -24.7% | -13.1% | -11.6% | -22.4% |
| 1Y | -49.1% | -9.3% | -39.7% | -48.8% |
| 3Y | +124.7% | +3.5% | +121.2% | +102.8% |
| 5Y | +40.9% | -30.6% | +71.6% | +48.6% |
| All | +495.5% | +79.2% | +416.3% | +382.1% |
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