+113.8%
MSTR vs EVRG
+49.3%
+64.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.8% |
| 7D | +9.3% | +0.9% | +8.4% | +9.0% |
| 30D | +36.5% | -0.5% | +37.1% | +36.7% |
| 3M | +7.3% | +1.5% | +5.8% | +6.0% |
| 6M | +2.2% | +1.2% | +1.1% | +0.9% |
| YTD | -10.2% | +16.3% | -26.5% | -17.7% |
| 1Y | -58.6% | +20.3% | -78.9% | -62.8% |
| 3Y | +283.2% | +72.3% | +210.9% | +173.7% |
| 5Y | +113.8% | +46.7% | +67.1% | +84.9% |
| All | +113.8% | +49.3% | +64.5% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling