+283.2%
MSTR vs EWZ
+50.2%
+232.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.0% | -6.4% | -6.1% |
| 7D | +9.3% | +5.6% | +3.7% | +4.0% |
| 30D | +36.5% | +9.3% | +27.3% | +26.1% |
| 3M | +7.3% | +15.7% | -8.4% | -5.7% |
| 6M | +2.2% | +7.4% | -5.2% | -4.3% |
| YTD | -10.2% | +22.7% | -32.8% | -25.4% |
| 1Y | -58.6% | +36.4% | -95.0% | -69.0% |
| 3Y | +283.2% | +50.4% | +232.8% | +155.3% |
| All | +283.2% | +50.2% | +232.9% | +155.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling