+1,268.7%
MSTR vs EMB
+126.0%
+1,142.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.2% | -0.1% | -1.1% | -1.0% |
| 30D | -15.9% | +1.3% | -17.2% | -17.0% |
| 3M | +33.1% | -2.7% | +35.8% | +38.0% |
| 6M | -31.0% | -2.8% | -28.2% | -28.1% |
| YTD | -15.1% | -1.1% | -14.0% | -13.0% |
| 1Y | -45.6% | 0.0% | -45.6% | -44.9% |
| 3Y | +180.5% | +28.8% | +151.7% | +122.7% |
| 5Y | +61.7% | +6.0% | +55.7% | +53.3% |
| 10Y | +578.0% | +29.1% | +548.9% | +478.8% |
| All | +1,268.7% | +126.0% | +1,142.7% | +920.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling