+120.4%
MSTR vs EXC
+47.1%
+73.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | +12.2% | +0.3% | +11.9% | +12.1% |
| 30D | +45.2% | -3.7% | +48.9% | +46.4% |
| 3M | +10.4% | -1.3% | +11.7% | +10.1% |
| 6M | -2.5% | -9.7% | +7.2% | -0.3% |
| YTD | -6.0% | +2.9% | -8.9% | -7.8% |
| 1Y | -56.4% | +4.4% | -60.8% | -57.6% |
| 3Y | +306.3% | +22.2% | +284.1% | +258.6% |
| All | +120.4% | +47.1% | +73.3% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling