+554.5%
MSTR vs EXEL
+445.6%
+109.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -3.3% |
| 7D | -4.0% | +2.3% | -6.2% | -4.4% |
| 30D | -18.6% | +19.8% | -38.5% | -22.0% |
| 3M | +25.6% | +32.7% | -7.1% | +17.5% |
| 6M | -33.1% | +49.0% | -82.0% | -39.3% |
| YTD | -17.3% | +63.7% | -81.0% | -26.9% |
| 1Y | -48.1% | +75.8% | -123.9% | -54.9% |
| 3Y | +154.2% | +241.3% | -87.1% | +82.0% |
| 5Y | +46.2% | +289.0% | -242.8% | +2.7% |
| 10Y | +554.5% | +377.6% | +176.9% | +328.1% |
| All | +554.5% | +445.6% | +109.0% | +328.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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