+126.6%
MSTR vs EXEL
+234.5%
-107.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -6.3% |
| 7D | -11.5% | +1.6% | -13.2% | -11.8% |
| 30D | -24.8% | +17.4% | -42.2% | -27.0% |
| 3M | +20.6% | +38.6% | -18.0% | +13.5% |
| 6M | -38.0% | +41.2% | -79.2% | -42.0% |
| YTD | -24.7% | +59.3% | -84.0% | -31.4% |
| 1Y | -49.1% | +60.2% | -109.3% | -53.7% |
| All | +126.6% | +234.5% | -107.9% | +76.7% |
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