+283.4%
MSTR vs EWT
+452.2%
-168.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -3.0% |
| 7D | -1.2% | -11.7% | +10.5% | +7.3% |
| 30D | -15.9% | -23.2% | +7.3% | +0.9% |
| 3M | +33.1% | -12.5% | +45.6% | +46.4% |
| 6M | -31.0% | -5.9% | -25.1% | -28.6% |
| YTD | -15.1% | +40.5% | -55.6% | -32.8% |
| 1Y | -45.6% | +43.7% | -89.4% | -57.6% |
| 3Y | +180.5% | +136.6% | +43.9% | +63.4% |
| 5Y | +61.7% | +105.1% | -43.4% | +10.1% |
| 10Y | +578.0% | +387.0% | +191.1% | +183.7% |
| All | +283.4% | +452.2% | -168.7% | -10.1% |
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