+738.5%
MSTR vs ELF
+357.0%
+381.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.0% |
| 7D | +12.2% | +5.4% | +6.8% | +10.6% |
| 30D | +45.2% | +27.0% | +18.2% | +36.1% |
| 3M | +10.4% | +113.2% | -102.8% | -10.6% |
| 6M | -2.5% | +36.6% | -39.1% | -11.8% |
| YTD | -6.0% | +44.2% | -50.2% | -16.7% |
| 1Y | -56.4% | -18.0% | -38.4% | -56.2% |
| 3Y | +306.3% | -19.9% | +326.2% | +278.1% |
| 5Y | +100.5% | +257.7% | -157.2% | +22.6% |
| All | +738.5% | +357.0% | +381.6% | +366.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling