+26.4%
MSTR vs EW
+6,974.1%
-6,947.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +12.2% | -0.3% | +12.5% | +12.2% |
| 30D | +45.2% | +1.0% | +44.1% | +44.3% |
| 3M | +10.4% | +2.8% | +7.6% | +8.8% |
| 6M | -2.5% | +5.5% | -8.0% | -4.9% |
| YTD | -6.0% | +5.5% | -11.5% | -8.6% |
| 1Y | -56.4% | +11.0% | -67.5% | -58.6% |
| 3Y | +306.3% | +17.7% | +288.6% | +267.7% |
| 5Y | +100.5% | -25.7% | +126.2% | +118.2% |
| 10Y | +741.1% | +132.8% | +608.3% | +528.7% |
| All | +26.4% | +6,974.1% | -6,947.7% | -73.2% |
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 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