+515.3%
MSTR vs EW
+236.3%
+279.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | -10.7% | +9.3% | -20.0% | -14.8% |
| 30D | -21.6% | +22.1% | -43.6% | -29.3% |
| 3M | +24.4% | +13.0% | +11.4% | +16.2% |
| 6M | -35.5% | +30.1% | -65.5% | -44.5% |
| YTD | -20.3% | +22.0% | -42.3% | -29.3% |
| 1Y | -49.3% | +23.7% | -73.0% | -55.5% |
| 3Y | +137.8% | +62.0% | +75.8% | +69.1% |
| 5Y | +48.3% | -12.4% | +60.7% | +48.8% |
| All | +515.3% | +236.3% | +279.0% | +311.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling