-49.3%
MSTR vs EXC
+2.3%
-51.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.7% |
| 7D | -10.7% | +0.1% | -10.8% | -10.7% |
| 30D | -21.6% | +9.0% | -30.6% | -19.0% |
| 3M | +24.4% | +3.3% | +21.1% | +26.3% |
| 6M | -35.5% | +5.7% | -41.1% | -34.5% |
| YTD | -20.3% | +7.3% | -27.7% | -19.0% |
| 1Y | -49.3% | +2.9% | -52.3% | -47.3% |
| All | -49.3% | +2.3% | -51.6% | -47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling