-56.4%
MSTR vs ETN
+20.7%
-77.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -3.0% |
| 7D | +12.2% | +2.0% | +10.2% | +11.2% |
| 30D | +45.2% | -7.9% | +53.1% | +50.6% |
| 3M | +10.4% | -1.6% | +12.0% | +9.4% |
| 6M | -2.5% | +16.9% | -19.4% | -15.6% |
| YTD | -6.0% | +30.1% | -36.1% | -23.9% |
| 1Y | -56.4% | +19.3% | -75.7% | -60.3% |
| All | -56.4% | +20.7% | -77.1% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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