+121.1%
MSTR vs EIX
+10.6%
+110.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | -13.4% | +1.4% | -14.8% | -13.6% |
| 30D | -22.1% | +8.5% | -30.6% | -23.0% |
| 3M | +15.0% | -13.5% | +28.4% | +16.9% |
| 6M | -37.3% | -12.4% | -24.9% | -36.8% |
| YTD | -26.5% | +5.9% | -32.4% | -30.1% |
| 1Y | -46.5% | +7.6% | -54.1% | -49.4% |
| 3Y | +121.1% | +12.8% | +108.3% | +153.0% |
| All | +121.1% | +10.6% | +110.5% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 3y: compounded portfolio wealth divided by compounded EIX 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…
3y analysis · Full analysis span regression · 6 months rolling