+526.8%
MSTR vs EVRG
+123.0%
+403.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.7% |
| 7D | -10.7% | +3.5% | -14.2% | -11.5% |
| 30D | -21.6% | +9.2% | -30.8% | -23.3% |
| 3M | +24.4% | +8.6% | +15.8% | +21.6% |
| 6M | -35.5% | +10.0% | -45.4% | -37.3% |
| YTD | -20.3% | +25.1% | -45.4% | -25.4% |
| 1Y | -49.3% | +19.5% | -68.8% | -52.0% |
| 3Y | +137.8% | +102.3% | +35.5% | +93.3% |
| 5Y | +48.3% | +66.8% | -18.5% | +27.8% |
| 10Y | +526.8% | +125.0% | +401.8% | +401.8% |
| All | +526.8% | +123.0% | +403.7% | +401.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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