+1,089.0%
MSTR vs EVRG
+746.4%
+342.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | -4.0% | +1.7% | -5.6% | -4.6% |
| 30D | -18.6% | +8.7% | -27.3% | -21.2% |
| 3M | +25.6% | +6.4% | +19.2% | +22.3% |
| 6M | -33.1% | +9.4% | -42.5% | -35.7% |
| YTD | -17.3% | +24.5% | -41.8% | -24.5% |
| 1Y | -48.1% | +20.5% | -68.6% | -52.0% |
| 3Y | +154.2% | +101.6% | +52.6% | +92.7% |
| 5Y | +46.2% | +67.5% | -21.2% | +19.1% |
| 10Y | +554.5% | +122.3% | +432.2% | +349.1% |
| All | +1,089.0% | +746.4% | +342.6% | +248.1% |
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