+14.4%
MSTR vs EW
+7,833.4%
-7,819.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.5% | -10.7% | -9.8% |
| 7D | -8.7% | +6.8% | -15.5% | -10.8% |
| 30D | -21.4% | +16.6% | -38.0% | -25.7% |
| 3M | +31.4% | +13.3% | +18.1% | +25.2% |
| 6M | -30.8% | +21.6% | -52.4% | -36.2% |
| YTD | -14.9% | +18.3% | -33.2% | -20.7% |
| 1Y | -49.3% | +21.7% | -71.0% | -53.4% |
| 3Y | +184.8% | +50.3% | +134.5% | +135.8% |
| 5Y | +62.1% | -15.0% | +77.2% | +68.2% |
| 10Y | +580.0% | +237.5% | +342.5% | +355.6% |
| All | +14.4% | +7,833.4% | -7,819.0% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling