+867.2%
MSTR vs ELAN
-24.0%
+891.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +12.2% | +1.6% | +10.5% | +11.3% |
| 30D | +45.2% | -6.6% | +51.7% | +48.0% |
| 3M | +10.4% | -0.8% | +11.2% | +9.4% |
| 6M | -2.5% | +0.2% | -2.7% | -5.1% |
| YTD | -6.0% | +8.3% | -14.3% | -11.5% |
| 1Y | -56.4% | +40.2% | -96.6% | -63.5% |
| 3Y | +306.3% | +97.7% | +208.5% | +160.8% |
| 5Y | +100.5% | -28.3% | +128.7% | +100.8% |
| All | +867.2% | -24.0% | +891.2% | +738.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling