+334.4%
MSTR vs EWZ
+436.1%
-101.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +12.2% | +6.5% | +5.7% | +9.2% |
| 30D | +45.2% | +4.8% | +40.3% | +42.4% |
| 3M | +10.4% | +9.9% | +0.5% | +6.3% |
| 6M | -2.5% | +1.9% | -4.4% | -3.0% |
| YTD | -6.0% | +20.3% | -26.3% | -12.7% |
| 1Y | -56.4% | +35.6% | -92.0% | -61.4% |
| 3Y | +306.3% | +43.4% | +262.8% | +254.4% |
| 5Y | +100.5% | +55.9% | +44.5% | +70.8% |
| 10Y | +741.1% | +84.2% | +656.9% | +500.0% |
| All | +334.4% | +436.1% | -101.7% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling