+677.4%
MSTR vs EWJ
+138.2%
+539.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -1.5% |
| 7D | +7.7% | +1.0% | +6.7% | +6.7% |
| 30D | +36.3% | +1.0% | +35.4% | +35.2% |
| 3M | +13.4% | +7.2% | +6.2% | +4.3% |
| 6M | -4.5% | +13.9% | -18.4% | -18.5% |
| YTD | -12.7% | +20.8% | -33.5% | -30.2% |
| 1Y | -59.6% | +26.4% | -86.0% | -69.6% |
| 3Y | +272.5% | +71.8% | +200.7% | +88.3% |
| 5Y | +107.1% | +49.9% | +57.3% | +22.3% |
| 10Y | +677.4% | +140.0% | +537.4% | +228.3% |
| All | +677.4% | +138.2% | +539.1% | +228.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling