-42.3%
MSTR vs ELF
-3.2%
-39.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.5% |
| 7D | -1.8% | -1.5% | -0.3% | -1.3% |
| 30D | -13.3% | +9.5% | -22.8% | -15.7% |
| 3M | +46.0% | +29.4% | +16.6% | +36.1% |
| 6M | -22.4% | +83.7% | -106.2% | -34.0% |
| YTD | -6.2% | +49.4% | -55.6% | -17.3% |
| 1Y | -42.3% | -3.9% | -38.3% | -45.1% |
| All | -42.3% | -3.2% | -39.0% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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