+40.9%
MSTR vs ES
+6.0%
+35.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.9% | -7.4% | -6.8% |
| 7D | -11.5% | -1.1% | -10.4% | -11.2% |
| 30D | -24.8% | +8.2% | -33.0% | -27.0% |
| 3M | +20.6% | +0.6% | +20.0% | +20.0% |
| 6M | -38.0% | +6.0% | -43.9% | -39.8% |
| YTD | -24.7% | +9.3% | -34.0% | -28.1% |
| 1Y | -49.1% | +1.1% | -50.2% | -49.8% |
| 3Y | +124.7% | +51.9% | +72.8% | +79.0% |
| 5Y | +40.9% | +6.5% | +34.5% | +53.7% |
| All | +40.9% | +6.0% | +35.0% | +53.7% |
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