+1,252.0%
MSTR vs EFX
+948.0%
+304.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.0% | +2.0% |
| 7D | +12.2% | -8.6% | +20.8% | +17.7% |
| 30D | +45.2% | +0.1% | +45.1% | +45.0% |
| 3M | +10.4% | +3.8% | +6.5% | +6.6% |
| 6M | -2.5% | -13.5% | +11.0% | +2.5% |
| YTD | -6.0% | -17.7% | +11.6% | +0.4% |
| 1Y | -56.4% | -25.6% | -30.8% | -51.3% |
| 3Y | +306.3% | -12.1% | +318.4% | +301.3% |
| 5Y | +100.5% | -33.8% | +134.3% | +140.0% |
| 10Y | +741.1% | +45.1% | +695.9% | +501.4% |
| All | +1,252.0% | +948.0% | +304.0% | +205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling