+690.7%
MSTR vs EWT
+493.5%
+197.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -3.8% |
| 7D | +9.3% | +1.6% | +7.7% | +7.4% |
| 30D | +36.5% | +8.2% | +28.3% | +25.2% |
| 3M | +7.3% | +11.1% | -3.7% | -6.4% |
| 6M | +2.2% | +60.4% | -58.2% | -42.8% |
| YTD | -10.2% | +75.6% | -85.7% | -54.7% |
| 1Y | -58.6% | +91.3% | -149.9% | -81.1% |
| 3Y | +283.2% | +200.3% | +82.9% | +7.2% |
| 5Y | +113.8% | +156.4% | -42.6% | -25.6% |
| 10Y | +690.7% | +495.8% | +194.9% | +79.6% |
| All | +690.7% | +493.5% | +197.2% | +79.6% |
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