-49.1%
MSTR vs EXEL
+62.5%
-111.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -6.2% |
| 7D | -11.5% | +1.6% | -13.2% | -11.9% |
| 30D | -24.8% | +17.4% | -42.2% | -27.5% |
| 3M | +20.6% | +38.6% | -18.0% | +11.3% |
| 6M | -38.0% | +41.2% | -79.2% | -43.2% |
| YTD | -24.7% | +59.3% | -84.0% | -35.4% |
| 1Y | -49.1% | +60.2% | -109.3% | -56.5% |
| All | -49.1% | +62.5% | -111.6% | -56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling