+1,120.6%
MSTR vs EFX
+1,022.2%
+98.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.9% |
| 7D | -1.2% | +2.7% | -3.9% | -2.8% |
| 30D | -15.9% | +33.1% | -49.0% | -28.5% |
| 3M | +33.1% | +8.2% | +25.0% | +26.2% |
| 6M | -31.0% | +10.2% | -41.1% | -36.5% |
| YTD | -15.1% | -11.8% | -3.3% | -13.6% |
| 1Y | -45.6% | -6.1% | -39.6% | -46.7% |
| 3Y | +180.5% | +7.5% | +173.0% | +146.8% |
| 5Y | +61.7% | -30.7% | +92.4% | +86.8% |
| 10Y | +578.0% | +68.7% | +509.3% | +342.6% |
| All | +1,120.6% | +1,022.2% | +98.4% | +162.8% |
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