-42.3%
MSTR vs EWZ
+7.8%
-50.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.3% |
| 7D | -1.8% | -4.1% | +2.3% | +0.3% |
| 30D | -13.3% | -25.0% | +11.7% | -1.5% |
| 3M | +46.0% | -10.6% | +56.6% | +45.9% |
| 6M | -22.4% | -16.6% | -5.8% | -18.6% |
| YTD | -6.2% | +2.5% | -8.7% | -12.7% |
| 1Y | -42.3% | +8.1% | -50.4% | -53.3% |
| All | -42.3% | +7.8% | -50.1% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling