+570.4%
MSTR vs ESI
+312.6%
+257.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.4% |
| 7D | -1.2% | -8.5% | +7.3% | +4.0% |
| 30D | -15.9% | -15.7% | -0.3% | -7.2% |
| 3M | +33.1% | -18.2% | +51.4% | +48.5% |
| 6M | -31.0% | -28.8% | -2.1% | -18.3% |
| YTD | -15.1% | +26.3% | -41.4% | -30.1% |
| 1Y | -45.6% | +18.2% | -63.9% | -53.6% |
| 3Y | +180.5% | +68.1% | +112.4% | +95.2% |
| 5Y | +61.7% | +28.8% | +32.9% | +30.4% |
| All | +570.4% | +312.6% | +257.9% | +280.7% |
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