+757.4%
MSTR vs EQH
+252.0%
+505.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -3.0% |
| 7D | -13.4% | +6.5% | -20.0% | -16.9% |
| 30D | -22.1% | +6.1% | -28.2% | -24.8% |
| 3M | +15.0% | +6.2% | +8.7% | +10.5% |
| 6M | -37.3% | +38.1% | -75.4% | -48.7% |
| YTD | -26.5% | +20.2% | -46.7% | -34.5% |
| 1Y | -46.5% | +27.6% | -74.1% | -54.1% |
| 3Y | +121.1% | +128.8% | -7.7% | +41.5% |
| 5Y | +37.5% | +83.1% | -45.6% | +0.2% |
| All | +757.4% | +252.0% | +505.4% | +393.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling