+521.9%
MSTR vs ES
+92.3%
+429.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.8% |
| 7D | -14.2% | +0.1% | -14.3% | -14.2% |
| 30D | -19.9% | +6.7% | -26.6% | -21.1% |
| 3M | +27.3% | +0.3% | +27.0% | +26.9% |
| 6M | -37.6% | +7.4% | -45.0% | -38.9% |
| YTD | -19.5% | +8.4% | -27.9% | -21.5% |
| 1Y | -47.1% | +0.6% | -47.8% | -47.5% |
| 3Y | +140.3% | +50.6% | +89.7% | +115.9% |
| 5Y | +49.5% | +4.8% | +44.7% | +45.3% |
| 10Y | +521.9% | +93.1% | +428.8% | +457.2% |
| All | +521.9% | +92.3% | +429.5% | +457.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling