-42.3%
MSTR vs EW
+19.7%
-61.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.4% | +0.7% | +4.2% |
| 7D | -1.8% | +8.3% | -10.1% | -3.1% |
| 30D | -13.3% | +13.9% | -27.2% | -15.0% |
| 3M | +46.0% | +10.9% | +35.1% | +43.2% |
| 6M | -22.4% | +19.2% | -41.7% | -24.1% |
| YTD | -6.2% | +16.6% | -22.8% | -11.3% |
| 1Y | -42.3% | +18.1% | -60.4% | -44.8% |
| All | -42.3% | +19.7% | -61.9% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling