-42.3%
MSTR vs EWT
+54.0%
-96.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +6.2% |
| 7D | -1.8% | -10.9% | +9.1% | +8.9% |
| 30D | -13.3% | -17.7% | +4.4% | +3.4% |
| 3M | +46.0% | -5.0% | +51.0% | +54.2% |
| 6M | -22.4% | +7.4% | -29.8% | -31.3% |
| YTD | -6.2% | +52.8% | -59.0% | -47.1% |
| 1Y | -42.3% | +55.2% | -97.5% | -68.0% |
| All | -42.3% | +54.0% | -96.3% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling