+536.9%
MSTR vs ESI
+330.3%
+206.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | -1.3% |
| 7D | -14.2% | +1.8% | -16.0% | -15.1% |
| 30D | -19.9% | -6.6% | -13.3% | -16.8% |
| 3M | +27.3% | -9.4% | +36.7% | +33.5% |
| 6M | -37.6% | -24.1% | -13.4% | -29.0% |
| YTD | -19.5% | +37.1% | -56.6% | -37.0% |
| 1Y | -47.1% | +24.5% | -71.7% | -56.3% |
| 3Y | +140.3% | +83.2% | +57.1% | +58.7% |
| 5Y | +49.5% | +44.0% | +5.6% | +13.6% |
| All | +536.9% | +330.3% | +206.6% | +238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling