+108.8%
MSTR vs ELAN
-31.8%
+140.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -1.8% |
| 7D | -11.2% | -6.4% | -4.8% | -8.4% |
| 30D | +33.8% | +0.6% | +33.2% | +32.9% |
| 3M | +11.5% | 0.0% | +11.5% | +10.0% |
| 6M | -7.2% | -3.4% | -3.7% | -8.9% |
| YTD | -15.4% | +1.0% | -16.4% | -18.8% |
| 1Y | -60.6% | +24.7% | -85.3% | -66.4% |
| 3Y | +260.8% | +97.2% | +163.6% | +94.8% |
| 5Y | +108.8% | -31.5% | +140.4% | +242.4% |
| All | +108.8% | -31.8% | +140.7% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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