+570.4%
MSTR vs EMB
+28.9%
+541.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.2% | -0.1% | -1.1% | -0.9% |
| 30D | -15.9% | +1.3% | -17.2% | -17.9% |
| 3M | +33.1% | -2.2% | +35.4% | +40.2% |
| 6M | -31.0% | -2.3% | -28.6% | -26.7% |
| YTD | -15.1% | -0.6% | -14.5% | -12.4% |
| 1Y | -45.6% | +0.5% | -46.1% | -45.0% |
| 3Y | +180.5% | +29.4% | +151.1% | +83.1% |
| 5Y | +61.7% | +6.5% | +55.2% | +42.3% |
| All | +570.4% | +28.9% | +541.5% | +400.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling