+521.9%
MSTR vs EOG
+131.8%
+390.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.7% |
| 7D | -14.2% | +4.6% | -18.7% | -15.2% |
| 30D | -19.9% | +2.9% | -22.7% | -20.8% |
| 3M | +27.3% | +8.0% | +19.4% | +23.7% |
| 6M | -37.6% | +17.0% | -54.5% | -41.3% |
| YTD | -19.5% | +51.1% | -70.6% | -30.4% |
| 1Y | -47.1% | +45.1% | -92.2% | -53.8% |
| 3Y | +140.3% | +39.4% | +100.8% | +112.4% |
| 5Y | +49.5% | +105.6% | -56.1% | +20.2% |
| 10Y | +521.9% | +133.5% | +388.4% | +339.5% |
| All | +521.9% | +131.8% | +390.1% | +339.5% |
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