+120.4%
MSTR vs EXE
+109.5%
+10.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | +12.2% | -0.3% | +12.4% | +12.2% |
| 30D | +45.2% | +8.5% | +36.7% | +39.9% |
| 3M | +10.4% | +5.5% | +4.9% | +7.1% |
| 6M | -2.5% | -5.9% | +3.4% | -1.1% |
| YTD | -6.0% | -9.7% | +3.7% | -3.3% |
| 1Y | -56.4% | +3.6% | -60.0% | -58.3% |
| 3Y | +306.3% | +18.0% | +288.2% | +261.5% |
| All | +120.4% | +109.5% | +10.9% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling