+1,120.6%
MSTR vs EMR
+1,033.5%
+87.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.2% | -1.6% | +0.4% | 0.0% |
| 30D | -15.9% | +2.0% | -17.9% | -16.5% |
| 3M | +33.1% | +3.8% | +29.3% | +30.9% |
| 6M | -31.0% | +10.5% | -41.5% | -35.1% |
| YTD | -15.1% | +23.7% | -38.9% | -25.4% |
| 1Y | -45.6% | +25.4% | -71.1% | -52.8% |
| 3Y | +180.5% | +86.6% | +93.9% | +97.1% |
| 5Y | +61.7% | +83.0% | -21.4% | +18.2% |
| 10Y | +578.0% | +319.5% | +258.5% | +186.9% |
| All | +1,120.6% | +1,033.5% | +87.1% | +171.3% |
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