+137.8%
MSTR vs EW
+59.8%
+78.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | -10.7% | +9.3% | -20.0% | -13.8% |
| 30D | -21.6% | +22.1% | -43.6% | -27.4% |
| 3M | +24.4% | +13.0% | +11.4% | +18.3% |
| 6M | -35.5% | +30.1% | -65.5% | -42.3% |
| YTD | -20.3% | +22.0% | -42.3% | -26.9% |
| 1Y | -49.3% | +23.7% | -73.0% | -53.9% |
| 3Y | +137.8% | +62.0% | +75.8% | +80.8% |
| All | +137.8% | +59.8% | +78.0% | +80.8% |
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