-59.6%
MSTR vs EME
+19.7%
-79.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -1.5% |
| 7D | +7.7% | +2.7% | +5.0% | +6.1% |
| 30D | +36.3% | -6.8% | +43.1% | +41.2% |
| 3M | +13.4% | -8.8% | +22.2% | +18.3% |
| 6M | -4.5% | +5.0% | -9.5% | -9.5% |
| YTD | -12.7% | +23.5% | -36.2% | -25.4% |
| 1Y | -59.6% | +21.3% | -80.9% | -65.1% |
| All | -59.6% | +19.7% | -79.3% | -65.1% |
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