+521.9%
MSTR vs EL
+63.7%
+458.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.6% |
| 7D | -14.2% | +0.3% | -14.4% | -14.2% |
| 30D | -19.9% | +12.3% | -32.2% | -24.8% |
| 3M | +27.3% | +28.4% | -1.1% | +11.1% |
| 6M | -37.6% | +36.7% | -74.3% | -47.6% |
| YTD | -19.5% | +8.4% | -27.9% | -24.7% |
| 1Y | -47.1% | +25.4% | -72.5% | -54.2% |
| 3Y | +140.3% | +3.4% | +136.9% | +105.3% |
| 5Y | +49.5% | -64.8% | +114.3% | +144.8% |
| 10Y | +521.9% | +63.0% | +458.9% | +576.1% |
| All | +521.9% | +63.7% | +458.2% | +576.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling