+113.8%
MSTR vs EWZ
+60.6%
+53.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.0% | -6.4% | -6.0% |
| 7D | +9.3% | +5.6% | +3.7% | +4.3% |
| 30D | +36.5% | +9.3% | +27.3% | +26.7% |
| 3M | +7.3% | +15.7% | -8.4% | -5.0% |
| 6M | +2.2% | +7.4% | -5.2% | -3.8% |
| YTD | -10.2% | +22.7% | -32.8% | -24.4% |
| 1Y | -58.6% | +36.4% | -95.0% | -68.2% |
| 3Y | +283.2% | +50.4% | +232.8% | +168.9% |
| 5Y | +113.8% | +67.6% | +46.1% | +44.2% |
| All | +113.8% | +60.6% | +53.2% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling