+554.5%
MSTR vs EXC
+176.1%
+378.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -4.0% | -1.7% | -2.2% | -3.5% |
| 30D | -18.6% | +9.3% | -27.9% | -20.9% |
| 3M | +25.6% | +1.0% | +24.5% | +24.8% |
| 6M | -33.1% | +5.9% | -39.0% | -34.8% |
| YTD | -17.3% | +7.6% | -25.0% | -20.3% |
| 1Y | -48.1% | +2.4% | -50.5% | -49.1% |
| 3Y | +154.2% | +30.2% | +123.9% | +122.6% |
| 5Y | +46.2% | +41.4% | +4.8% | +25.5% |
| 10Y | +554.5% | +183.8% | +370.8% | +396.2% |
| All | +554.5% | +176.1% | +378.4% | +396.2% |
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