+180.5%
MSTR vs EXEL
+231.1%
-50.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.5% |
| 7D | -1.2% | +0.3% | -1.5% | -1.1% |
| 30D | -15.9% | +19.0% | -35.0% | -18.6% |
| 3M | +33.1% | +33.3% | -0.2% | +26.1% |
| 6M | -31.0% | +42.9% | -73.8% | -35.6% |
| YTD | -15.1% | +58.7% | -73.9% | -22.7% |
| 1Y | -45.6% | +70.5% | -116.2% | -51.1% |
| 3Y | +180.5% | +233.8% | -53.3% | +114.6% |
| All | +180.5% | +231.1% | -50.6% | +114.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling