+324.7%
MSTR vs EWT
+594.1%
-269.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.7% |
| 7D | +12.2% | +4.0% | +8.2% | +9.2% |
| 30D | +45.2% | +10.3% | +34.9% | +35.9% |
| 3M | +10.4% | +6.1% | +4.3% | +5.5% |
| 6M | -2.5% | +56.6% | -59.1% | -28.7% |
| YTD | -6.0% | +76.6% | -82.6% | -36.5% |
| 1Y | -56.4% | +97.9% | -154.3% | -72.6% |
| 3Y | +306.3% | +198.0% | +108.3% | +102.0% |
| 5Y | +100.5% | +151.8% | -51.3% | +18.2% |
| 10Y | +741.1% | +514.1% | +227.0% | +199.1% |
| All | +324.7% | +594.1% | -269.4% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling