+40.4%
MSTR vs EXEL
+281.2%
-240.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.9% |
| 7D | -13.4% | -0.8% | -12.6% | -13.1% |
| 30D | -22.1% | +13.1% | -35.2% | -25.8% |
| 3M | +15.0% | +36.3% | -21.4% | +1.1% |
| 6M | -37.3% | +34.5% | -71.8% | -45.0% |
| YTD | -26.5% | +57.4% | -84.0% | -40.3% |
| 1Y | -46.5% | +62.9% | -109.4% | -57.3% |
| 3Y | +121.1% | +229.5% | -108.4% | +0.9% |
| All | +40.4% | +281.2% | -240.8% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling