-38.0%
MSTR vs EOSE
-78.3%
+40.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.0% | +2.6% | -4.6% |
| 7D | -11.5% | -3.7% | -7.8% | -11.0% |
| 30D | -24.8% | -22.0% | -2.8% | -21.7% |
| 3M | +20.6% | -57.3% | +78.0% | +36.8% |
| 6M | -38.0% | -77.7% | +39.7% | -28.0% |
| All | -38.0% | -78.3% | +40.3% | -28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling