-42.3%
MSTR vs EXE
-18.4%
-23.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.9% | +8.0% | +4.9% |
| 7D | -1.8% | -4.7% | +2.8% | -2.0% |
| 30D | -13.3% | +1.0% | -14.3% | -13.5% |
| 3M | +46.0% | -5.6% | +51.6% | +45.4% |
| 6M | -22.4% | -12.3% | -10.1% | -21.9% |
| YTD | -6.2% | -19.5% | +13.3% | -4.4% |
| 1Y | -42.3% | -18.9% | -23.4% | -43.2% |
| All | -42.3% | -18.4% | -23.9% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling