-47.4%
MSTR vs EW
+26.8%
-74.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -3.0% |
| 7D | -4.0% | +12.3% | -16.2% | -6.0% |
| 30D | -18.6% | +22.9% | -41.5% | -21.2% |
| 3M | +25.6% | +16.7% | +8.9% | +22.0% |
| 6M | -33.1% | +31.0% | -64.0% | -36.1% |
| YTD | -17.3% | +22.8% | -40.2% | -22.8% |
| All | -47.4% | +26.8% | -74.3% | -50.1% |
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