+154.2%
MSTR vs ELV
-3.3%
+157.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.5% |
| 7D | -4.0% | +1.1% | -5.1% | -4.0% |
| 30D | -18.6% | +1.3% | -20.0% | -18.7% |
| 3M | +25.6% | +6.6% | +19.0% | +25.1% |
| 6M | -33.1% | +11.6% | -44.6% | -33.5% |
| YTD | -17.3% | +21.1% | -38.4% | -18.6% |
| 1Y | -48.1% | +34.2% | -82.3% | -48.9% |
| 3Y | +154.2% | -2.9% | +157.1% | +145.1% |
| All | +154.2% | -3.3% | +157.5% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling