+120.4%
MSTR vs EL
-67.1%
+187.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -3.2% |
| 7D | +12.2% | +0.8% | +11.4% | +11.5% |
| 30D | +45.2% | +19.8% | +25.3% | +29.7% |
| 3M | +10.4% | +25.7% | -15.3% | -3.9% |
| 6M | -2.5% | +5.4% | -7.9% | -7.2% |
| YTD | -6.0% | +0.2% | -6.2% | -8.7% |
| 1Y | -56.4% | +20.4% | -76.8% | -62.7% |
| 3Y | +306.3% | -32.1% | +338.4% | +376.1% |
| All | +120.4% | -67.1% | +187.5% | +519.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling