+948.7%
MSTR vs EQH
+226.5%
+722.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.3% |
| 7D | +9.3% | +5.4% | +3.9% | +6.1% |
| 30D | +36.5% | +1.0% | +35.5% | +35.3% |
| 3M | +7.3% | +26.7% | -19.4% | -7.4% |
| 6M | +2.2% | +34.4% | -32.1% | -15.3% |
| YTD | -10.2% | +11.5% | -21.6% | -16.1% |
| 1Y | -58.6% | +0.4% | -59.0% | -59.2% |
| 3Y | +283.2% | +96.5% | +186.7% | +166.4% |
| 5Y | +113.8% | +93.4% | +20.4% | +56.6% |
| All | +948.7% | +226.5% | +722.2% | +531.4% |
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 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