+677.4%
MSTR vs EME
+1,266.0%
-588.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -1.3% |
| 7D | +7.7% | +2.7% | +5.0% | +6.0% |
| 30D | +36.3% | -6.8% | +43.1% | +41.6% |
| 3M | +13.4% | -8.8% | +22.2% | +17.2% |
| 6M | -4.5% | +5.0% | -9.5% | -9.5% |
| YTD | -12.7% | +23.5% | -36.2% | -25.2% |
| 1Y | -59.6% | +21.3% | -80.9% | -65.3% |
| 3Y | +272.5% | +241.1% | +31.4% | +73.8% |
| 5Y | +107.1% | +549.2% | -442.0% | -30.9% |
| 10Y | +677.4% | +1,306.4% | -629.0% | +91.2% |
| All | +677.4% | +1,266.0% | -588.6% | +91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling