+275.2%
MSTR vs EQX
+164.6%
+110.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.1% | +1.9% | -1.5% |
| 7D | -11.2% | -7.0% | -4.2% | -9.2% |
| 30D | +33.8% | +4.8% | +28.9% | +32.5% |
| 3M | +11.5% | +25.6% | -14.2% | +4.7% |
| 6M | -7.2% | -25.8% | +18.7% | -0.8% |
| YTD | -15.4% | -12.7% | -2.6% | -13.3% |
| 1Y | -60.6% | +14.1% | -74.7% | -62.2% |
| All | +275.2% | +164.6% | +110.6% | +193.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling