+1,120.6%
MSTR vs EXC
+1,104.1%
+16.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.1% |
| 7D | -1.2% | -1.2% | 0.0% | -1.0% |
| 30D | -15.9% | +10.0% | -25.9% | -17.8% |
| 3M | +33.1% | +1.6% | +31.5% | +32.3% |
| 6M | -31.0% | +3.3% | -34.2% | -31.9% |
| YTD | -15.1% | +7.6% | -22.7% | -17.2% |
| 1Y | -45.6% | +3.5% | -49.1% | -46.5% |
| 3Y | +180.5% | +27.7% | +152.8% | +158.8% |
| 5Y | +61.7% | +41.1% | +20.5% | +46.5% |
| 10Y | +578.0% | +178.2% | +399.8% | +427.2% |
| All | +1,120.6% | +1,104.1% | +16.5% | +1,391.5% |
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 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