+287.2%
MSTR vs EOSE
+49.8%
+237.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -2.2% |
| 7D | +7.7% | +15.0% | -7.2% | +4.9% |
| 30D | +36.3% | +2.5% | +33.9% | +34.6% |
| 3M | +13.4% | -33.7% | +47.1% | +19.0% |
| 6M | -4.5% | -32.7% | +28.2% | -2.1% |
| YTD | -12.7% | -63.8% | +51.1% | -3.6% |
| 1Y | -59.6% | -40.5% | -19.1% | -58.6% |
| All | +287.2% | +49.8% | +237.4% | +220.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling