+570.1%
MSTR vs EOSE
-81.0%
+651.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -8.0% | -3.6% |
| 7D | -13.4% | +9.8% | -23.2% | -15.4% |
| 30D | -22.1% | -2.1% | -20.0% | -22.4% |
| 3M | +15.0% | -54.1% | +69.0% | +31.3% |
| 6M | -37.3% | -76.9% | +39.6% | -19.3% |
| YTD | -26.5% | -83.3% | +56.8% | -4.2% |
| 1Y | -46.5% | -87.4% | +41.0% | -26.5% |
| 3Y | +121.1% | +61.9% | +59.2% | +42.7% |
| 5Y | +37.5% | -82.1% | +119.6% | +4.1% |
| All | +570.1% | -81.0% | +651.1% | +439.8% |
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