+308.9%
MSTR vs ESI
+79.8%
+229.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -3.3% |
| 7D | +12.2% | +3.3% | +8.8% | +10.0% |
| 30D | +45.2% | -5.9% | +51.0% | +50.8% |
| 3M | +10.4% | -14.1% | +24.5% | +18.1% |
| 6M | -2.5% | +6.6% | -9.1% | -12.7% |
| YTD | -6.0% | +45.0% | -51.0% | -34.1% |
| 1Y | -56.4% | +41.5% | -97.9% | -68.8% |
| All | +308.9% | +79.8% | +229.1% | +173.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling