+570.4%
MSTR vs EXPD
+304.0%
+266.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.9% |
| 7D | -1.2% | -7.2% | +6.0% | +2.8% |
| 30D | -15.9% | -3.3% | -12.7% | -14.4% |
| 3M | +33.1% | +3.4% | +29.7% | +31.1% |
| 6M | -31.0% | +22.7% | -53.7% | -38.3% |
| YTD | -15.1% | +24.5% | -39.7% | -26.0% |
| 1Y | -45.6% | +38.6% | -84.3% | -55.6% |
| 3Y | +180.5% | +71.5% | +109.0% | +96.6% |
| 5Y | +61.7% | +56.2% | +5.4% | +16.7% |
| All | +570.4% | +304.0% | +266.4% | +237.9% |
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