-56.7%
MSTR vs EL
+17.6%
-74.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -3.0% |
| 7D | +12.2% | +0.8% | +11.4% | +11.6% |
| 30D | +45.2% | +19.8% | +25.3% | +31.7% |
| 3M | +10.4% | +25.7% | -15.3% | -1.9% |
| 6M | -2.5% | +5.4% | -7.9% | -7.1% |
| YTD | -6.0% | +0.2% | -6.2% | -8.2% |
| All | -56.7% | +17.6% | -74.3% | -60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling