+1,252.0%
MSTR vs EWJ
+327.5%
+924.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | +12.2% | +2.5% | +9.7% | +10.2% |
| 30D | +45.2% | +3.3% | +41.9% | +41.9% |
| 3M | +10.4% | +5.0% | +5.4% | +7.0% |
| 6M | -2.5% | +11.5% | -14.0% | -9.8% |
| YTD | -6.0% | +22.4% | -28.4% | -18.7% |
| 1Y | -56.4% | +30.2% | -86.6% | -64.2% |
| 3Y | +306.3% | +72.8% | +233.5% | +171.1% |
| 5Y | +100.5% | +54.1% | +46.4% | +53.6% |
| 10Y | +741.1% | +140.6% | +600.5% | +375.5% |
| All | +1,252.0% | +327.5% | +924.4% | +449.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling