+366.3%
MSTR vs EXEL
+273.2%
+93.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +12.2% | +8.4% | +3.8% | +10.3% |
| 30D | +45.2% | +4.1% | +41.1% | +43.9% |
| 3M | +10.4% | +12.4% | -2.0% | +7.5% |
| 6M | -2.5% | +41.5% | -44.0% | -9.5% |
| YTD | -6.0% | +34.6% | -40.7% | -12.1% |
| 1Y | -56.4% | +57.9% | -114.3% | -60.7% |
| 3Y | +306.3% | +159.5% | +146.8% | +223.0% |
| 5Y | +100.5% | +198.5% | -98.0% | +56.7% |
| 10Y | +741.1% | +411.4% | +329.7% | +426.9% |
| All | +366.3% | +273.2% | +93.1% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling