+481.0%
MSTR vs ETN
+541.6%
-60.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.4% |
| 7D | -13.4% | +3.6% | -17.0% | -15.5% |
| 30D | -22.1% | -13.4% | -8.7% | -15.3% |
| 3M | +15.0% | -21.9% | +36.9% | +33.3% |
| 6M | -37.3% | -12.8% | -24.5% | -34.3% |
| YTD | -26.5% | +12.1% | -38.6% | -35.5% |
| 1Y | -46.5% | +0.8% | -47.3% | -49.7% |
| 3Y | +121.1% | +64.5% | +56.6% | +55.0% |
| 5Y | +37.5% | +121.7% | -84.2% | -19.9% |
| All | +481.0% | +541.6% | -60.6% | +123.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling