+180.5%
MSTR vs ES
+46.3%
+134.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.2% |
| 7D | -1.2% | +1.9% | -3.1% | -1.6% |
| 30D | -15.9% | +7.1% | -23.0% | -17.1% |
| 3M | +33.1% | -1.9% | +35.1% | +33.5% |
| 6M | -31.0% | +4.4% | -35.3% | -32.0% |
| YTD | -15.1% | +7.3% | -22.5% | -17.1% |
| 1Y | -45.6% | +2.1% | -47.8% | -46.0% |
| 3Y | +180.5% | +41.8% | +138.7% | +165.1% |
| All | +180.5% | +46.3% | +134.2% | +165.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling