+645.5%
MSTR vs EVRG
+113.2%
+532.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -11.2% | -0.7% | -10.5% | -11.1% |
| 30D | +33.8% | 0.0% | +33.8% | +33.7% |
| 3M | +11.5% | -1.0% | +12.4% | +11.5% |
| 6M | -7.2% | +1.0% | -8.1% | -7.8% |
| YTD | -15.4% | +15.1% | -30.5% | -19.0% |
| 1Y | -60.6% | +17.6% | -78.2% | -62.5% |
| 3Y | +260.8% | +70.5% | +190.4% | +207.2% |
| 5Y | +108.8% | +48.9% | +60.0% | +84.9% |
| All | +645.5% | +113.2% | +532.2% | +521.0% |
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