+142.3%
MSTR vs EOSE
+54.3%
+88.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +14.4% | -13.3% | -1.5% |
| 7D | -14.2% | -7.0% | -7.2% | -13.3% |
| 30D | -19.9% | -16.7% | -3.1% | -17.9% |
| 3M | +27.3% | -53.1% | +80.4% | +42.0% |
| 6M | -37.6% | -76.8% | +39.2% | -22.8% |
| YTD | -19.5% | -82.6% | +63.2% | +0.2% |
| 1Y | -47.1% | -89.3% | +42.1% | -29.4% |
| All | +142.3% | +54.3% | +88.1% | +103.6% |
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