+1,120.6%
MSTR vs ETR
+2,281.6%
-1,161.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -15.9% | +7.5% | -23.5% | -17.2% |
| 3M | +33.1% | +4.4% | +28.7% | +31.8% |
| 6M | -31.0% | -1.5% | -29.4% | -31.0% |
| YTD | -15.1% | +21.8% | -36.9% | -19.1% |
| 1Y | -45.6% | +18.4% | -64.0% | -47.9% |
| 3Y | +180.5% | +148.5% | +32.0% | +129.1% |
| 5Y | +61.7% | +152.6% | -91.0% | +31.9% |
| 10Y | +578.0% | +354.5% | +223.6% | +395.9% |
| All | +1,120.6% | +2,281.6% | -1,161.0% | +1,441.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling