+304.5%
MSTR vs ETR
+150.4%
+154.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +12.2% | +1.4% | +10.7% | +11.8% |
| 30D | +45.2% | +1.0% | +44.2% | +44.8% |
| 3M | +10.4% | -1.3% | +11.6% | +10.3% |
| 6M | -2.5% | +1.9% | -4.4% | -3.6% |
| YTD | -6.0% | +18.2% | -24.2% | -11.0% |
| 1Y | -56.4% | +24.7% | -81.1% | -59.1% |
| All | +304.5% | +150.4% | +154.1% | +265.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling