+180.5%
MSTR vs EL
+3.8%
+176.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.2% |
| 7D | -1.2% | +0.8% | -2.0% | -1.4% |
| 30D | -15.9% | +16.5% | -32.5% | -21.2% |
| 3M | +33.1% | +29.2% | +3.9% | +19.8% |
| 6M | -31.0% | +27.9% | -58.9% | -37.9% |
| YTD | -15.1% | +6.2% | -21.3% | -18.5% |
| 1Y | -45.6% | +27.2% | -72.8% | -50.9% |
| 3Y | +180.5% | +3.2% | +177.3% | +147.0% |
| All | +180.5% | +3.8% | +176.7% | +147.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling