+121.1%
MSTR vs EXC
+31.9%
+89.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.1% |
| 7D | -13.4% | +1.4% | -14.8% | -13.1% |
| 30D | -22.1% | +8.6% | -30.6% | -20.5% |
| 3M | +15.0% | +2.4% | +12.6% | +16.0% |
| 6M | -37.3% | +6.5% | -43.8% | -36.3% |
| YTD | -26.5% | +9.0% | -35.6% | -24.8% |
| 1Y | -46.5% | +4.6% | -51.1% | -45.4% |
| 3Y | +121.1% | +33.5% | +87.6% | +136.5% |
| All | +121.1% | +31.9% | +89.2% | +136.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling