+40.9%
MSTR vs ELF
+264.1%
-223.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.2% | -2.3% | -4.9% |
| 7D | -11.5% | +3.4% | -14.9% | -12.7% |
| 30D | -24.8% | +5.0% | -29.8% | -26.1% |
| 3M | +20.6% | +22.6% | -1.9% | +12.3% |
| 6M | -38.0% | +104.0% | -141.9% | -52.8% |
| YTD | -24.7% | +49.3% | -74.0% | -37.1% |
| 1Y | -49.1% | +46.0% | -95.1% | -57.2% |
| 3Y | +124.7% | +19.4% | +105.3% | +51.6% |
| 5Y | +40.9% | +262.0% | -221.1% | -76.9% |
| All | +40.9% | +264.1% | -223.2% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling