+554.5%
MSTR vs EL
+63.1%
+491.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -4.1% |
| 7D | -4.0% | +8.0% | -12.0% | -7.7% |
| 30D | -18.6% | +15.4% | -34.0% | -24.8% |
| 3M | +25.6% | +28.5% | -2.9% | +9.5% |
| 6M | -33.1% | +32.2% | -65.3% | -42.9% |
| YTD | -17.3% | +9.2% | -26.5% | -23.0% |
| 1Y | -48.1% | +30.8% | -78.9% | -56.0% |
| 3Y | +154.2% | +3.7% | +150.5% | +117.0% |
| 5Y | +46.2% | -64.8% | +111.0% | +138.9% |
| 10Y | +554.5% | +60.0% | +494.5% | +623.8% |
| All | +554.5% | +63.1% | +491.5% | +623.8% |
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