+1,252.0%
MSTR vs EVRG
+684.3%
+567.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +12.2% | +1.1% | +11.1% | +11.8% |
| 30D | +45.2% | -1.0% | +46.2% | +45.6% |
| 3M | +10.4% | +0.4% | +10.0% | +9.8% |
| 6M | -2.5% | -0.8% | -1.6% | -2.7% |
| YTD | -6.0% | +15.3% | -21.4% | -11.4% |
| 1Y | -56.4% | +17.9% | -74.3% | -59.3% |
| 3Y | +306.3% | +71.9% | +234.4% | +227.0% |
| 5Y | +100.5% | +45.3% | +55.2% | +72.1% |
| 10Y | +741.1% | +113.1% | +628.0% | +487.1% |
| All | +1,252.0% | +684.3% | +567.6% | +308.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling