+481.0%
MSTR vs EWT
+448.9%
+32.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.6% |
| 7D | -13.4% | +9.1% | -22.5% | -22.2% |
| 30D | -22.1% | -12.2% | -9.9% | -10.9% |
| 3M | +15.0% | -9.4% | +24.4% | +27.2% |
| 6M | -37.3% | +2.7% | -40.0% | -42.1% |
| YTD | -26.5% | +53.3% | -79.8% | -58.0% |
| 1Y | -46.5% | +59.2% | -105.6% | -70.8% |
| 3Y | +121.1% | +157.1% | -36.0% | -29.5% |
| 5Y | +37.5% | +119.6% | -82.1% | -45.5% |
| All | +481.0% | +448.9% | +32.1% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling