+554.5%
MSTR vs EFX
+63.8%
+490.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | -4.0% | -2.2% | -1.8% | -3.0% |
| 30D | -18.6% | +29.2% | -47.8% | -28.8% |
| 3M | +25.6% | +3.5% | +22.1% | +22.3% |
| 6M | -33.1% | +7.8% | -40.8% | -37.2% |
| YTD | -17.3% | -12.4% | -4.9% | -15.1% |
| 1Y | -48.1% | -8.2% | -39.8% | -48.2% |
| 3Y | +154.2% | +4.7% | +149.5% | +128.4% |
| 5Y | +46.2% | -32.0% | +78.3% | +54.3% |
| 10Y | +554.5% | +69.1% | +485.5% | +444.0% |
| All | +554.5% | +63.8% | +490.7% | +444.0% |
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