+918.7%
MSTR vs EQX
+232.0%
+686.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.4% |
| 7D | -8.3% | -3.2% | -5.1% | -7.4% |
| 30D | +38.1% | +7.8% | +30.3% | +35.5% |
| 3M | +9.0% | +21.3% | -12.3% | +3.2% |
| 6M | -5.3% | -22.4% | +17.1% | +1.5% |
| YTD | -13.8% | -11.3% | -2.5% | -11.8% |
| 1Y | -59.8% | +13.5% | -73.3% | -62.1% |
| 3Y | +282.2% | +162.1% | +120.1% | +165.5% |
| 5Y | +112.8% | +84.2% | +28.6% | +51.6% |
| All | +918.7% | +232.0% | +686.6% | +722.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling