+690.7%
MSTR vs EW
+124.3%
+566.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -0.9% | -2.6% |
| 7D | +9.3% | -4.4% | +13.8% | +11.8% |
| 30D | +36.5% | -3.3% | +39.9% | +38.5% |
| 3M | +7.3% | +1.0% | +6.3% | +6.0% |
| 6M | +2.2% | +6.2% | -4.0% | -1.8% |
| YTD | -10.2% | +1.7% | -11.9% | -12.0% |
| 1Y | -58.6% | +8.1% | -66.7% | -61.1% |
| 3Y | +283.2% | +17.1% | +266.1% | +227.4% |
| 5Y | +113.8% | -29.4% | +143.1% | +137.8% |
| 10Y | +690.7% | +121.7% | +569.0% | +507.0% |
| All | +690.7% | +124.3% | +566.4% | +507.0% |
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