+103.8%
MSTR vs EQH
+102.2%
+1.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +0.5% |
| 7D | -8.3% | +0.7% | -9.0% | -8.9% |
| 30D | +38.1% | +2.8% | +35.3% | +33.8% |
| 3M | +9.0% | +23.1% | -14.1% | -12.2% |
| 6M | -5.3% | +41.4% | -46.7% | -34.6% |
| YTD | -13.8% | +14.3% | -28.1% | -25.6% |
| 1Y | -59.8% | +1.6% | -61.4% | -61.5% |
| 3Y | +282.2% | +102.7% | +179.5% | +71.3% |
| All | +103.8% | +102.2% | +1.6% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling