+526.8%
MSTR vs EWZ
+55.9%
+470.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.0% |
| 7D | -10.7% | +1.3% | -12.1% | -11.2% |
| 30D | -21.6% | -26.2% | +4.6% | -10.9% |
| 3M | +24.4% | -8.6% | +33.0% | +27.5% |
| 6M | -35.5% | -17.0% | -18.4% | -30.7% |
| YTD | -20.3% | +2.2% | -22.5% | -22.2% |
| 1Y | -49.3% | +2.7% | -52.0% | -50.7% |
| 3Y | +137.8% | +18.2% | +119.6% | +118.1% |
| 5Y | +48.3% | +56.0% | -7.7% | +24.6% |
| 10Y | +526.8% | +60.8% | +466.0% | +410.9% |
| All | +526.8% | +55.9% | +470.9% | +410.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling