-30.8%
MSTR vs ES
+5.8%
-36.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.1% | -11.4% | -8.1% |
| 7D | -8.7% | +5.9% | -14.6% | -5.8% |
| 30D | -21.4% | +10.2% | -31.6% | -17.3% |
| 3M | +31.4% | +0.4% | +31.0% | +32.8% |
| 6M | -30.8% | +6.9% | -37.7% | -27.6% |
| All | -30.8% | +5.8% | -36.6% | -27.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling