+283.2%
MSTR vs EWJ
+73.3%
+209.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.0% |
| 7D | +9.3% | +2.9% | +6.4% | +5.9% |
| 30D | +36.5% | +1.1% | +35.4% | +35.2% |
| 3M | +7.3% | +7.1% | +0.2% | -0.7% |
| 6M | +2.2% | +16.2% | -13.9% | -14.1% |
| YTD | -10.2% | +22.0% | -32.1% | -27.9% |
| 1Y | -58.6% | +26.2% | -84.8% | -68.1% |
| 3Y | +283.2% | +73.5% | +209.7% | +120.6% |
| All | +283.2% | +73.3% | +209.9% | +120.6% |
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