+1,252.0%
MSTR vs ES
+940.6%
+311.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +12.2% | +0.3% | +11.9% | +12.1% |
| 30D | +45.2% | -2.0% | +47.1% | +46.0% |
| 3M | +10.4% | +1.7% | +8.7% | +9.3% |
| 6M | -2.5% | -3.5% | +1.1% | -2.0% |
| YTD | -6.0% | +7.9% | -13.9% | -9.1% |
| 1Y | -56.4% | +17.2% | -73.6% | -59.0% |
| 3Y | +306.3% | +29.3% | +277.0% | +262.0% |
| 5Y | +100.5% | -5.7% | +106.2% | +98.4% |
| 10Y | +741.1% | +85.2% | +655.9% | +505.4% |
| All | +1,252.0% | +940.6% | +311.3% | +365.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling