-56.4%
MSTR vs ES
+16.6%
-73.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +12.2% | +0.3% | +11.9% | +12.1% |
| 30D | +45.2% | -2.0% | +47.1% | +45.8% |
| 3M | +10.4% | +1.7% | +8.7% | +9.2% |
| 6M | -2.5% | -3.5% | +1.1% | -0.6% |
| YTD | -6.0% | +7.9% | -13.9% | -10.8% |
| 1Y | -56.4% | +17.2% | -73.6% | -56.6% |
| All | -56.4% | +16.6% | -73.0% | -56.6% |
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