+121.1%
MSTR vs EWJ
+66.4%
+54.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.8% |
| 7D | -13.4% | +4.0% | -17.4% | -17.8% |
| 30D | -22.1% | -4.3% | -17.8% | -17.3% |
| 3M | +15.0% | -6.8% | +21.8% | +26.6% |
| 6M | -37.3% | -0.9% | -36.4% | -35.9% |
| YTD | -26.5% | +14.3% | -40.8% | -35.9% |
| 1Y | -46.5% | +15.3% | -61.8% | -54.0% |
| 3Y | +121.1% | +65.6% | +55.5% | +76.2% |
| All | +121.1% | +66.4% | +54.6% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling