+1,252.0%
MSTR vs EMR
+967.0%
+285.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.4% |
| 7D | +12.2% | -1.5% | +13.7% | +13.2% |
| 30D | +45.2% | -5.6% | +50.8% | +50.1% |
| 3M | +10.4% | +7.9% | +2.4% | +4.5% |
| 6M | -2.5% | +6.0% | -8.5% | -6.8% |
| YTD | -6.0% | +16.4% | -22.5% | -14.9% |
| 1Y | -56.4% | +16.6% | -73.0% | -60.7% |
| 3Y | +306.3% | +62.9% | +243.4% | +206.8% |
| 5Y | +100.5% | +60.1% | +40.4% | +56.9% |
| 10Y | +741.1% | +268.8% | +472.3% | +280.4% |
| All | +1,252.0% | +967.0% | +285.0% | +209.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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