+49.5%
MSTR vs EW
-11.1%
+60.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | -0.2% |
| 7D | -14.2% | +6.5% | -20.6% | -18.0% |
| 30D | -19.9% | +22.5% | -42.3% | -30.6% |
| 3M | +27.3% | +13.0% | +14.4% | +16.1% |
| 6M | -37.6% | +37.1% | -74.7% | -51.2% |
| YTD | -19.5% | +24.1% | -43.6% | -32.6% |
| 1Y | -47.1% | +24.2% | -71.4% | -56.1% |
| 3Y | +140.3% | +64.8% | +75.5% | +31.9% |
| 5Y | +49.5% | -7.4% | +56.9% | +65.1% |
| All | +49.5% | -11.1% | +60.6% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling