+736.9%
MSTR vs EXPD
+315.7%
+421.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | +12.2% | -1.1% | +13.3% | +12.9% |
| 30D | +45.2% | +4.1% | +41.1% | +42.3% |
| 3M | +10.4% | +17.9% | -7.5% | +0.9% |
| 6M | -2.5% | +29.2% | -31.7% | -16.0% |
| YTD | -6.0% | +27.4% | -33.4% | -19.2% |
| 1Y | -56.4% | +56.8% | -113.2% | -67.2% |
| 3Y | +306.3% | +68.0% | +238.2% | +187.6% |
| 5Y | +100.5% | +61.9% | +38.6% | +41.5% |
| All | +736.9% | +315.7% | +421.2% | +297.2% |
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