+1,046.2%
MSTR vs EFX
+1,014.2%
+32.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -10.7% | +0.3% | -11.0% | -10.9% |
| 30D | -21.6% | +29.1% | -50.7% | -32.2% |
| 3M | +24.4% | +4.3% | +20.1% | +20.3% |
| 6M | -35.5% | +7.7% | -43.2% | -39.9% |
| YTD | -20.3% | -12.5% | -7.9% | -18.5% |
| 1Y | -49.3% | -8.8% | -40.5% | -49.5% |
| 3Y | +137.8% | +4.3% | +133.4% | +112.6% |
| 5Y | +48.3% | -29.4% | +77.7% | +69.8% |
| 10Y | +526.8% | +78.1% | +448.7% | +297.8% |
| All | +1,046.2% | +1,014.2% | +32.1% | +147.8% |
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