+1,252.0%
MSTR vs EXC
+1,051.8%
+200.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | +12.2% | +0.3% | +11.9% | +12.1% |
| 30D | +45.2% | -3.7% | +48.9% | +46.3% |
| 3M | +10.4% | -1.3% | +11.7% | +10.3% |
| 6M | -2.5% | -9.7% | +7.2% | -0.8% |
| YTD | -6.0% | +2.9% | -8.9% | -7.2% |
| 1Y | -56.4% | +4.4% | -60.8% | -57.2% |
| 3Y | +306.3% | +22.2% | +284.1% | +279.1% |
| 5Y | +100.5% | +46.7% | +53.8% | +80.6% |
| 10Y | +741.1% | +155.3% | +585.7% | +566.5% |
| All | +1,252.0% | +1,051.8% | +200.1% | +1,571.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling