+120.4%
MSTR vs EIX
+22.8%
+97.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | +12.2% | -19.1% | +31.3% | +19.3% |
| 30D | +45.2% | -16.9% | +62.1% | +51.8% |
| 3M | +10.4% | -20.0% | +30.4% | +16.7% |
| 6M | -2.5% | -21.3% | +18.8% | +3.6% |
| YTD | -6.0% | -1.7% | -4.3% | -12.0% |
| 1Y | -56.4% | +9.6% | -66.0% | -62.0% |
| 3Y | +306.3% | -3.7% | +310.0% | +260.4% |
| All | +120.4% | +22.8% | +97.6% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling