+180.5%
MSTR vs ELF
+18.9%
+161.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -2.0% |
| 7D | -1.2% | +4.0% | -5.2% | -2.3% |
| 30D | -15.9% | +10.6% | -26.5% | -18.3% |
| 3M | +33.1% | +25.8% | +7.3% | +25.2% |
| 6M | -31.0% | +89.1% | -120.0% | -42.5% |
| YTD | -15.1% | +52.7% | -67.9% | -26.0% |
| 1Y | -45.6% | +51.7% | -97.4% | -52.6% |
| 3Y | +180.5% | +14.2% | +166.3% | +183.1% |
| All | +180.5% | +18.9% | +161.6% | +183.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling