+273.5%
MSTR vs EWT
+491.8%
-218.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.2% | -9.8% | -7.5% |
| 7D | -4.0% | -5.0% | +1.0% | -1.2% |
| 30D | -18.6% | -16.3% | -2.3% | -8.3% |
| 3M | +25.6% | -7.2% | +32.8% | +32.1% |
| 6M | -33.1% | -0.5% | -32.6% | -33.7% |
| YTD | -17.3% | +50.6% | -67.9% | -37.8% |
| 1Y | -48.1% | +54.8% | -102.9% | -61.7% |
| 3Y | +154.2% | +155.5% | -1.3% | +40.0% |
| 5Y | +46.2% | +116.4% | -70.2% | -4.6% |
| 10Y | +554.5% | +421.4% | +133.1% | +160.4% |
| All | +273.5% | +491.8% | -218.3% | -16.9% |
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