+1,124.1%
MSTR vs EXC
+1,128.1%
-4.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -9.9% | -9.4% |
| 7D | -8.7% | +1.4% | -10.0% | -9.0% |
| 30D | -21.4% | +11.6% | -33.1% | -23.4% |
| 3M | +31.4% | +2.7% | +28.8% | +30.4% |
| 6M | -30.8% | +2.7% | -33.5% | -31.6% |
| YTD | -14.9% | +9.7% | -24.6% | -17.3% |
| 1Y | -49.3% | +4.5% | -53.8% | -50.2% |
| 3Y | +184.8% | +28.5% | +156.4% | +162.6% |
| 5Y | +62.1% | +43.9% | +18.2% | +46.3% |
| 10Y | +580.0% | +183.7% | +396.2% | +426.5% |
| All | +1,124.1% | +1,128.1% | -4.0% | +1,389.6% |
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