+107.1%
MSTR vs EOSE
-69.1%
+176.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -2.1% |
| 7D | +7.7% | +15.0% | -7.2% | +4.1% |
| 30D | +36.3% | +2.5% | +33.9% | +34.1% |
| 3M | +13.4% | -33.7% | +47.1% | +20.4% |
| 6M | -4.5% | -32.7% | +28.2% | -1.9% |
| YTD | -12.7% | -63.8% | +51.1% | -1.3% |
| 1Y | -59.6% | -40.5% | -19.1% | -59.7% |
| 3Y | +272.5% | +50.4% | +222.1% | +147.8% |
| 5Y | +107.1% | -68.6% | +175.7% | +47.2% |
| All | +107.1% | -69.1% | +176.2% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling