+731.6%
MSTR vs ESI
+314.4%
+417.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -3.1% |
| 7D | +12.2% | +3.3% | +8.8% | +10.3% |
| 30D | +45.2% | -5.9% | +51.0% | +50.2% |
| 3M | +10.4% | -14.1% | +24.5% | +17.8% |
| 6M | -2.5% | +6.6% | -9.1% | -9.5% |
| YTD | -6.0% | +45.0% | -51.0% | -27.3% |
| 1Y | -56.4% | +41.5% | -97.9% | -65.8% |
| 3Y | +306.3% | +78.8% | +227.5% | +178.8% |
| 5Y | +100.5% | +70.9% | +29.6% | +44.9% |
| All | +731.6% | +314.4% | +417.2% | +367.9% |
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