+304.5%
MSTR vs EME
+242.1%
+62.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.6% |
| 7D | +12.2% | +1.9% | +10.3% | +10.8% |
| 30D | +45.2% | -8.3% | +53.4% | +53.3% |
| 3M | +10.4% | -10.7% | +21.1% | +17.0% |
| 6M | -2.5% | +1.9% | -4.4% | -6.5% |
| YTD | -6.0% | +23.5% | -29.5% | -22.2% |
| 1Y | -56.4% | +18.0% | -74.4% | -63.4% |
| All | +304.5% | +242.1% | +62.4% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling