+481.0%
MSTR vs EME
+905.2%
-424.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | -13.4% | +8.4% | -21.8% | -17.8% |
| 30D | -22.1% | -11.5% | -10.6% | -17.0% |
| 3M | +15.0% | -20.6% | +35.6% | +30.3% |
| 6M | -37.3% | -28.5% | -8.8% | -25.5% |
| YTD | -26.5% | +8.0% | -34.5% | -32.6% |
| 1Y | -46.5% | +6.8% | -53.2% | -50.5% |
| 3Y | +121.1% | +213.9% | -92.8% | +6.8% |
| 5Y | +37.5% | +414.8% | -377.3% | -49.5% |
| All | +481.0% | +905.2% | -424.1% | +57.2% |
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