+62.1%
MSTR vs ES
+5.0%
+57.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.1% | -11.4% | -9.9% |
| 7D | -8.7% | +5.9% | -14.6% | -10.4% |
| 30D | -21.4% | +10.2% | -31.6% | -24.1% |
| 3M | +31.4% | +0.4% | +31.0% | +30.9% |
| 6M | -30.8% | +6.9% | -37.7% | -33.0% |
| YTD | -14.9% | +10.5% | -25.4% | -18.9% |
| 1Y | -49.3% | +3.2% | -52.5% | -50.3% |
| 3Y | +184.8% | +49.0% | +135.8% | +131.2% |
| 5Y | +62.1% | +4.5% | +57.7% | +74.4% |
| All | +62.1% | +5.0% | +57.2% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling