+481.0%
MSTR vs ETR
+378.9%
+102.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -13.4% | +1.2% | -14.6% | -13.7% |
| 30D | -22.1% | +7.0% | -29.1% | -23.7% |
| 3M | +15.0% | +4.6% | +10.4% | +13.2% |
| 6M | -37.3% | +0.1% | -37.4% | -37.6% |
| YTD | -26.5% | +23.2% | -49.7% | -32.0% |
| 1Y | -46.5% | +20.6% | -67.1% | -50.1% |
| 3Y | +121.1% | +156.3% | -35.2% | +59.6% |
| 5Y | +37.5% | +159.6% | -122.1% | -0.2% |
| All | +481.0% | +378.9% | +102.1% | +299.9% |
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