+49.5%
MSTR vs EXC
+40.5%
+9.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -14.2% | -1.4% | -12.8% | -13.9% |
| 30D | -19.9% | +8.3% | -28.2% | -21.4% |
| 3M | +27.3% | +2.6% | +24.7% | +26.4% |
| 6M | -37.6% | +5.2% | -42.7% | -38.8% |
| YTD | -19.5% | +7.5% | -27.0% | -22.0% |
| 1Y | -47.1% | +3.2% | -50.3% | -48.0% |
| 3Y | +140.3% | +29.5% | +110.7% | +107.0% |
| 5Y | +49.5% | +39.7% | +9.9% | +36.4% |
| All | +49.5% | +40.5% | +9.1% | +36.4% |
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