+554.5%
MSTR vs EW
+236.4%
+318.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -3.9% |
| 7D | -4.0% | +12.3% | -16.2% | -9.6% |
| 30D | -18.6% | +22.9% | -41.5% | -26.9% |
| 3M | +25.6% | +16.7% | +8.9% | +15.2% |
| 6M | -33.1% | +31.0% | -64.0% | -42.7% |
| YTD | -17.3% | +22.8% | -40.2% | -26.9% |
| 1Y | -48.1% | +25.6% | -73.7% | -54.8% |
| 3Y | +154.2% | +62.0% | +92.2% | +80.9% |
| 5Y | +46.2% | -12.8% | +59.0% | +46.7% |
| 10Y | +554.5% | +239.8% | +314.7% | +340.3% |
| All | +554.5% | +236.4% | +318.2% | +340.3% |
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