+570.4%
MSTR vs ENB
+100.6%
+469.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +1.1% |
| 7D | -1.2% | -5.2% | +4.0% | +1.7% |
| 30D | -15.9% | +2.2% | -18.1% | -17.1% |
| 3M | +33.1% | -8.1% | +41.2% | +38.6% |
| 6M | -31.0% | -11.2% | -19.8% | -27.5% |
| YTD | -15.1% | +2.0% | -17.1% | -18.4% |
| 1Y | -45.6% | +4.1% | -49.7% | -48.5% |
| 3Y | +180.5% | +64.7% | +115.8% | +99.4% |
| 5Y | +61.7% | +46.6% | +15.1% | +28.0% |
| All | +570.4% | +100.6% | +469.8% | +345.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling