+481.0%
MSTR vs EXPD
+335.0%
+146.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -13.4% | +5.5% | -18.9% | -15.9% |
| 30D | -22.1% | -0.8% | -21.3% | -21.8% |
| 3M | +15.0% | +4.1% | +10.8% | +12.7% |
| 6M | -37.3% | +25.7% | -63.0% | -44.7% |
| YTD | -26.5% | +31.4% | -57.9% | -37.9% |
| 1Y | -46.5% | +42.2% | -88.7% | -56.9% |
| 3Y | +121.1% | +77.2% | +43.9% | +52.2% |
| 5Y | +37.5% | +61.0% | -23.5% | -2.7% |
| All | +481.0% | +335.0% | +146.0% | +180.8% |
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