+113.8%
MSTR vs EME
+565.5%
-451.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.5% | -6.9% | -6.3% |
| 7D | +9.3% | +5.2% | +4.2% | +5.1% |
| 30D | +36.5% | -5.4% | +41.9% | +41.5% |
| 3M | +7.3% | -6.1% | +13.4% | +9.2% |
| 6M | +2.2% | +9.7% | -7.4% | -8.7% |
| YTD | -10.2% | +26.6% | -36.7% | -29.2% |
| 1Y | -58.6% | +24.6% | -83.3% | -67.7% |
| 3Y | +283.2% | +249.6% | +33.6% | +8.1% |
| 5Y | +113.8% | +556.6% | -442.8% | -72.4% |
| All | +113.8% | +565.5% | -451.7% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling