+287.2%
MSTR vs EQH
+95.5%
+191.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | +7.7% | +1.1% | +6.6% | +7.2% |
| 30D | +36.3% | -1.1% | +37.4% | +37.2% |
| 3M | +13.4% | +25.0% | -11.6% | -7.3% |
| 6M | -4.5% | +33.9% | -38.4% | -27.5% |
| YTD | -12.7% | +11.6% | -24.2% | -21.5% |
| 1Y | -59.6% | +1.5% | -61.1% | -60.9% |
| All | +287.2% | +95.5% | +191.7% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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