+690.7%
MSTR vs ETR
+295.2%
+395.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -4.8% |
| 7D | +9.3% | +1.4% | +7.9% | +8.9% |
| 30D | +36.5% | +1.9% | +34.6% | +35.6% |
| 3M | +7.3% | +1.0% | +6.3% | +6.6% |
| 6M | +2.2% | +4.8% | -2.6% | -0.2% |
| YTD | -10.2% | +19.5% | -29.7% | -16.0% |
| 1Y | -58.6% | +28.1% | -86.7% | -62.1% |
| 3Y | +283.2% | +151.1% | +132.0% | +179.1% |
| 5Y | +113.8% | +125.2% | -11.4% | +62.0% |
| 10Y | +690.7% | +291.1% | +399.6% | +459.4% |
| All | +690.7% | +295.2% | +395.5% | +459.4% |
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