+113.8%
MSTR vs ELV
+14.2%
+99.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.1% |
| 7D | +9.3% | -0.3% | +9.6% | +9.5% |
| 30D | +36.5% | +2.0% | +34.5% | +35.8% |
| 3M | +7.3% | -3.5% | +10.8% | +7.9% |
| 6M | +2.2% | +40.2% | -38.0% | -6.6% |
| YTD | -10.2% | +15.8% | -26.0% | -14.4% |
| 1Y | -58.6% | +33.2% | -91.8% | -62.0% |
| 3Y | +283.2% | -6.2% | +289.4% | +270.5% |
| 5Y | +113.8% | +16.4% | +97.4% | +82.8% |
| All | +113.8% | +14.2% | +99.6% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling