+570.4%
MSTR vs EW
+236.3%
+334.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.0% |
| 7D | -1.2% | +11.0% | -12.2% | -6.5% |
| 30D | -15.9% | +19.1% | -35.0% | -23.2% |
| 3M | +33.1% | +14.4% | +18.8% | +23.5% |
| 6M | -31.0% | +22.8% | -53.8% | -38.9% |
| YTD | -15.1% | +19.8% | -35.0% | -23.9% |
| 1Y | -45.6% | +23.9% | -69.5% | -52.4% |
| 3Y | +180.5% | +52.2% | +128.3% | +106.5% |
| 5Y | +61.7% | -13.9% | +75.6% | +63.8% |
| All | +570.4% | +236.3% | +334.1% | +355.9% |
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