-56.4%
MSTR vs EOSE
-49.1%
-7.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.9% | -12.3% | -3.8% |
| 7D | +12.2% | +19.0% | -6.9% | +7.1% |
| 30D | +45.2% | +1.6% | +43.6% | +43.3% |
| 3M | +10.4% | -52.0% | +62.4% | +27.0% |
| 6M | -2.5% | -42.5% | +40.0% | +4.6% |
| YTD | -6.0% | -66.1% | +60.1% | +9.2% |
| 1Y | -56.4% | -47.1% | -9.3% | -55.5% |
| All | -56.4% | -49.1% | -7.3% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling