-45.6%
MSTR vs EXC
+2.5%
-48.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -1.0% |
| 7D | -1.2% | -1.2% | 0.0% | -1.6% |
| 30D | -15.9% | +10.0% | -25.9% | -13.1% |
| 3M | +33.1% | +1.6% | +31.5% | +34.7% |
| 6M | -31.0% | +3.3% | -34.2% | -30.0% |
| YTD | -15.1% | +7.6% | -22.7% | -14.0% |
| 1Y | -45.6% | +3.5% | -49.1% | -43.6% |
| All | -45.6% | +2.5% | -48.1% | -43.6% |
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 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