+757.3%
MSTR vs EOSE
-61.3%
+818.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.9% | -12.3% | -3.6% |
| 7D | +12.2% | +19.0% | -6.9% | +7.4% |
| 30D | +45.2% | +1.6% | +43.6% | +43.3% |
| 3M | +10.4% | -52.0% | +62.4% | +25.5% |
| 6M | -2.5% | -42.5% | +40.0% | +3.7% |
| YTD | -6.0% | -66.1% | +60.1% | +7.9% |
| 1Y | -56.4% | -47.1% | -9.3% | -55.4% |
| 3Y | +306.3% | +0.8% | +305.5% | +194.4% |
| 5Y | +100.5% | -71.7% | +172.1% | +39.3% |
| All | +757.3% | -61.3% | +818.6% | +507.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling