+690.7%
MSTR vs EFX
+40.1%
+650.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 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