+107.1%
MSTR vs ET
+242.4%
-135.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.5% |
| 7D | +7.7% | +0.6% | +7.1% | +7.0% |
| 30D | +36.3% | +5.3% | +31.0% | +29.2% |
| 3M | +13.4% | +15.6% | -2.2% | -3.0% |
| 6M | -4.5% | +20.6% | -25.1% | -22.6% |
| YTD | -12.7% | +38.5% | -51.2% | -38.6% |
| 1Y | -59.6% | +35.7% | -95.3% | -71.1% |
| 3Y | +272.5% | +98.4% | +174.1% | +77.5% |
| 5Y | +107.1% | +245.3% | -138.1% | -34.3% |
| All | +107.1% | +242.4% | -135.2% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling