-42.3%
MSTR vs ES
-1.6%
-40.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.8% |
| 7D | -1.8% | +5.3% | -7.1% | -2.6% |
| 30D | -13.3% | +8.9% | -22.2% | -14.7% |
| 3M | +46.0% | -1.9% | +47.9% | +47.1% |
| 6M | -22.4% | +3.9% | -26.3% | -23.5% |
| YTD | -6.2% | +8.3% | -14.5% | -11.0% |
| 1Y | -42.3% | -0.1% | -42.1% | -41.8% |
| All | -42.3% | -1.6% | -40.7% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling