+121.1%
MSTR vs ET
+84.2%
+36.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -13.4% | +2.5% | -16.0% | -14.9% |
| 30D | -22.1% | -2.5% | -19.6% | -21.2% |
| 3M | +15.0% | -4.9% | +19.8% | +17.7% |
| 6M | -37.3% | -0.1% | -37.2% | -38.8% |
| YTD | -26.5% | +26.2% | -52.8% | -43.1% |
| 1Y | -46.5% | +25.2% | -71.6% | -58.3% |
| 3Y | +121.1% | +84.2% | +36.9% | +48.6% |
| All | +121.1% | +84.2% | +36.9% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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