+120.4%
MSTR vs ETR
+127.8%
-7.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +12.2% | +1.4% | +10.7% | +11.7% |
| 30D | +45.2% | +1.0% | +44.2% | +44.6% |
| 3M | +10.4% | -1.3% | +11.6% | +10.3% |
| 6M | -2.5% | +1.9% | -4.4% | -4.1% |
| YTD | -6.0% | +18.2% | -24.2% | -12.9% |
| 1Y | -56.4% | +24.7% | -81.1% | -60.3% |
| 3Y | +306.3% | +150.7% | +155.6% | +175.8% |
| All | +120.4% | +127.8% | -7.4% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling