+113.8%
MSTR vs EWJ
+51.7%
+62.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -3.9% |
| 7D | +9.3% | +2.9% | +6.4% | +4.8% |
| 30D | +36.5% | +1.1% | +35.4% | +34.7% |
| 3M | +7.3% | +7.1% | +0.2% | -3.5% |
| 6M | +2.2% | +16.2% | -13.9% | -19.8% |
| YTD | -10.2% | +22.0% | -32.1% | -34.4% |
| 1Y | -58.6% | +26.2% | -84.8% | -71.7% |
| 3Y | +283.2% | +73.5% | +209.7% | +37.1% |
| 5Y | +113.8% | +52.7% | +61.1% | -5.6% |
| All | +113.8% | +51.7% | +62.1% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling