-46.5%
MSTR vs ELV
+34.6%
-81.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -13.4% | +1.0% | -14.4% | -13.6% |
| 30D | -22.1% | +0.4% | -22.4% | -22.2% |
| 3M | +15.0% | +8.4% | +6.6% | +13.4% |
| 6M | -37.3% | +8.4% | -45.7% | -38.5% |
| YTD | -26.5% | +24.4% | -50.9% | -31.7% |
| 1Y | -46.5% | +33.5% | -80.0% | -51.4% |
| All | -46.5% | +34.6% | -81.1% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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