-30.8%
MSTR vs EW
+20.1%
-50.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.5% | -10.7% | -9.2% |
| 7D | -8.7% | +6.8% | -15.5% | -8.4% |
| 30D | -21.4% | +16.6% | -38.0% | -19.7% |
| 3M | +31.4% | +13.3% | +18.1% | +32.6% |
| 6M | -30.8% | +21.6% | -52.4% | -25.2% |
| All | -30.8% | +20.1% | -50.9% | -25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling