+526.8%
MSTR vs EXPD
+329.8%
+196.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -10.7% | -7.4% | -3.3% | -7.1% |
| 30D | -21.6% | -2.1% | -19.5% | -20.7% |
| 3M | +24.4% | +5.7% | +18.7% | +21.0% |
| 6M | -35.5% | +21.4% | -56.8% | -42.0% |
| YTD | -20.3% | +27.6% | -47.9% | -31.5% |
| 1Y | -49.3% | +36.1% | -85.4% | -58.1% |
| 3Y | +137.8% | +69.9% | +67.9% | +67.8% |
| 5Y | +48.3% | +59.7% | -11.4% | +5.7% |
| 10Y | +526.8% | +323.0% | +203.7% | +214.3% |
| All | +526.8% | +329.8% | +196.9% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling