+120.4%
MSTR vs EXEL
+199.5%
-79.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +12.2% | +8.4% | +3.8% | +8.5% |
| 30D | +45.2% | +4.1% | +41.1% | +42.6% |
| 3M | +10.4% | +12.4% | -2.0% | +4.8% |
| 6M | -2.5% | +41.5% | -44.0% | -16.4% |
| YTD | -6.0% | +34.6% | -40.7% | -18.1% |
| 1Y | -56.4% | +57.9% | -114.3% | -64.9% |
| 3Y | +306.3% | +159.5% | +146.8% | +117.8% |
| All | +120.4% | +199.5% | -79.2% | +1.9% |
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