+686.3%
MSTR vs EOSE
-60.6%
+746.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | -8.3% | +1.8% | -10.1% | -8.8% |
| 30D | +38.1% | -6.8% | +44.9% | +38.6% |
| 3M | +9.0% | -36.3% | +45.3% | +16.6% |
| 6M | -5.3% | -38.8% | +33.4% | -0.9% |
| YTD | -13.8% | -65.5% | +51.7% | -1.7% |
| 1Y | -59.8% | -45.3% | -14.5% | -59.2% |
| 3Y | +282.2% | +44.2% | +238.0% | +155.9% |
| 5Y | +112.8% | -69.5% | +182.3% | +45.3% |
| All | +686.3% | -60.6% | +746.9% | +454.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling