+554.5%
MSTR vs ETR
+356.9%
+197.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.9% |
| 7D | -4.0% | +1.7% | -5.7% | -4.4% |
| 30D | -18.6% | +8.7% | -27.4% | -20.8% |
| 3M | +25.6% | +4.9% | +20.7% | +23.5% |
| 6M | -33.1% | +0.8% | -33.8% | -33.5% |
| YTD | -17.3% | +23.1% | -40.5% | -23.5% |
| 1Y | -48.1% | +17.9% | -66.0% | -51.2% |
| 3Y | +154.2% | +154.5% | -0.3% | +84.2% |
| 5Y | +46.2% | +160.3% | -114.1% | +6.1% |
| 10Y | +554.5% | +366.9% | +187.6% | +359.5% |
| All | +554.5% | +356.9% | +197.6% | +359.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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