+181.3%
MSTR vs ES
+50.7%
+130.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.1% | -11.4% | -9.6% |
| 7D | -8.7% | +5.9% | -14.6% | -9.6% |
| 30D | -21.4% | +10.2% | -31.6% | -22.9% |
| 3M | +31.4% | +0.4% | +31.0% | +31.4% |
| 6M | -30.8% | +6.9% | -37.7% | -32.0% |
| YTD | -14.9% | +10.5% | -25.4% | -17.3% |
| 1Y | -49.3% | +3.2% | -52.5% | -49.7% |
| All | +181.3% | +50.7% | +130.6% | +164.6% |
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 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