+180.5%
MSTR vs EW
+51.9%
+128.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | -1.2% | +11.0% | -12.2% | -5.1% |
| 30D | -15.9% | +19.1% | -35.0% | -21.3% |
| 3M | +33.1% | +14.4% | +18.8% | +26.1% |
| 6M | -31.0% | +22.8% | -53.8% | -36.8% |
| YTD | -15.1% | +19.8% | -35.0% | -21.5% |
| 1Y | -45.6% | +23.9% | -69.5% | -50.6% |
| 3Y | +180.5% | +52.2% | +128.3% | +137.1% |
| All | +180.5% | +51.9% | +128.6% | +137.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling