+495.5%
MSTR vs EOG
+136.8%
+358.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.2% | -7.7% | -6.8% |
| 7D | -11.5% | +7.4% | -18.9% | -13.2% |
| 30D | -24.8% | +2.3% | -27.1% | -25.6% |
| 3M | +20.6% | +9.5% | +11.2% | +16.8% |
| 6M | -38.0% | +17.7% | -55.6% | -41.8% |
| YTD | -24.7% | +52.9% | -77.6% | -35.2% |
| 1Y | -49.1% | +47.7% | -96.7% | -55.7% |
| 3Y | +124.7% | +41.1% | +83.6% | +97.9% |
| 5Y | +40.9% | +108.2% | -67.3% | +12.9% |
| All | +495.5% | +136.8% | +358.7% | +318.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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