-59.6%
MSTR vs EWZ
+34.6%
-94.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -1.7% |
| 7D | +7.7% | -0.1% | +7.8% | +7.7% |
| 30D | +36.3% | +8.2% | +28.2% | +27.5% |
| 3M | +13.4% | +13.3% | +0.1% | +2.3% |
| 6M | -4.5% | +3.6% | -8.1% | -8.0% |
| YTD | -12.7% | +21.0% | -33.6% | -24.8% |
| 1Y | -59.6% | +34.7% | -94.3% | -70.2% |
| All | -59.6% | +34.6% | -94.2% | -70.2% |
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