-47.4%
MSTR vs ESI
+19.1%
-66.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.1% | -7.7% | -4.9% |
| 7D | -4.0% | -3.5% | -0.5% | -2.6% |
| 30D | -18.6% | -9.3% | -9.4% | -15.1% |
| 3M | +25.6% | -12.8% | +38.4% | +32.9% |
| 6M | -33.1% | -24.6% | -8.4% | -26.0% |
| YTD | -17.3% | +32.7% | -50.1% | -36.7% |
| All | -47.4% | +19.1% | -66.5% | -58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling