-42.3%
MSTR vs EME
-3.1%
-39.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -9.6% | +14.7% | +10.1% |
| 7D | -1.8% | -5.8% | +4.0% | +0.5% |
| 30D | -13.3% | -17.9% | +4.6% | -4.0% |
| 3M | +46.0% | -22.0% | +68.0% | +65.5% |
| 6M | -22.4% | -29.7% | +7.3% | -3.6% |
| YTD | -6.2% | +4.7% | -10.9% | -18.8% |
| 1Y | -42.3% | -2.1% | -40.2% | -44.6% |
| All | -42.3% | -3.1% | -39.2% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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