+40.1%
MSTR vs EXE
+192.2%
-152.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | +9.3% | -1.8% | +11.1% | +10.1% |
| 30D | +36.5% | +6.4% | +30.1% | +32.9% |
| 3M | +7.3% | +9.2% | -1.9% | +2.8% |
| 6M | +2.2% | -7.0% | +9.2% | +4.2% |
| YTD | -10.2% | -9.5% | -0.7% | -7.8% |
| 1Y | -58.6% | +6.2% | -64.8% | -60.7% |
| 3Y | +283.2% | +20.7% | +262.4% | +241.2% |
| 5Y | +113.8% | +103.6% | +10.1% | +63.6% |
| All | +40.1% | +192.2% | -152.1% | -9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling