-47.7%
MSTR vs EME
-0.6%
-47.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.0% |
| 7D | -10.7% | -8.8% | -2.0% | -7.1% |
| 30D | -21.6% | -18.2% | -3.4% | -13.2% |
| 3M | +24.4% | -20.2% | +44.6% | +38.9% |
| 6M | -35.5% | -29.9% | -5.6% | -19.7% |
| YTD | -20.3% | +5.7% | -26.0% | -30.3% |
| All | -47.7% | -0.6% | -47.1% | -51.6% |
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