-47.4%
MSTR vs EXEL
+74.8%
-122.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -3.4% |
| 7D | -4.0% | +2.3% | -6.2% | -4.3% |
| 30D | -18.6% | +19.8% | -38.5% | -21.8% |
| 3M | +25.6% | +32.7% | -7.1% | +17.6% |
| 6M | -33.1% | +49.0% | -82.0% | -39.2% |
| YTD | -17.3% | +63.7% | -81.0% | -28.7% |
| All | -47.4% | +74.8% | -122.3% | -55.3% |
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