+1,058.3%
MSTR vs EME
+14,195.8%
-13,137.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.3% | -0.5% |
| 7D | -14.2% | +4.3% | -18.5% | -15.9% |
| 30D | -19.9% | -14.4% | -5.5% | -14.5% |
| 3M | +27.3% | -18.3% | +45.7% | +38.4% |
| 6M | -37.6% | -28.3% | -9.2% | -28.7% |
| YTD | -19.5% | +9.2% | -28.7% | -24.4% |
| 1Y | -47.1% | +4.3% | -51.4% | -49.2% |
| 3Y | +140.3% | +218.6% | -78.4% | +40.4% |
| 5Y | +49.5% | +421.0% | -371.5% | -28.0% |
| 10Y | +521.9% | +928.3% | -406.5% | +114.0% |
| All | +1,058.3% | +14,195.8% | -13,137.4% | +28.5% |
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