+521.9%
MSTR vs EXC
+197.6%
+324.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -14.2% | -1.4% | -12.8% | -13.8% |
| 30D | -19.9% | +8.3% | -28.2% | -21.9% |
| 3M | +27.3% | +2.6% | +24.7% | +25.9% |
| 6M | -37.6% | +5.2% | -42.7% | -39.0% |
| YTD | -19.5% | +7.5% | -27.0% | -22.3% |
| 1Y | -47.1% | +3.2% | -50.3% | -48.3% |
| 3Y | +140.3% | +29.5% | +110.7% | +110.7% |
| 5Y | +49.5% | +39.7% | +9.9% | +28.7% |
| 10Y | +521.9% | +200.1% | +321.8% | +368.6% |
| All | +521.9% | +197.6% | +324.3% | +368.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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