+121.1%
MSTR vs EW
+62.8%
+58.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.9% |
| 7D | -13.4% | +4.9% | -18.3% | -15.0% |
| 30D | -22.1% | +23.9% | -46.0% | -28.2% |
| 3M | +15.0% | +15.8% | -0.8% | +8.4% |
| 6M | -37.3% | +31.7% | -69.0% | -44.1% |
| YTD | -26.5% | +25.7% | -52.2% | -33.4% |
| 1Y | -46.5% | +24.4% | -70.9% | -51.4% |
| 3Y | +121.1% | +65.9% | +55.2% | +68.4% |
| All | +121.1% | +62.8% | +58.3% | +68.4% |
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