+1,089.0%
MSTR vs EME
+13,898.8%
-12,809.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.3% | -9.9% | -6.0% |
| 7D | -4.0% | -4.4% | +0.4% | -2.6% |
| 30D | -18.6% | -17.3% | -1.4% | -11.8% |
| 3M | +25.6% | -20.0% | +45.6% | +37.9% |
| 6M | -33.1% | -29.1% | -4.0% | -23.2% |
| YTD | -17.3% | +6.9% | -24.3% | -21.6% |
| 1Y | -48.1% | +0.8% | -48.9% | -49.3% |
| 3Y | +154.2% | +214.4% | -60.2% | +49.5% |
| 5Y | +46.2% | +404.2% | -358.0% | -28.5% |
| 10Y | +554.5% | +941.9% | -387.4% | +124.3% |
| All | +1,089.0% | +13,898.8% | -12,809.8% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling