+1,124.1%
MSTR vs EXPD
+4,833.3%
-3,709.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.8% | -7.4% |
| 7D | -8.7% | -4.8% | -3.9% | -6.7% |
| 30D | -21.4% | -1.5% | -19.9% | -20.9% |
| 3M | +31.4% | +4.1% | +27.3% | +29.4% |
| 6M | -30.8% | +24.0% | -54.8% | -37.1% |
| YTD | -14.9% | +27.4% | -42.3% | -24.4% |
| 1Y | -49.3% | +38.4% | -87.7% | -56.6% |
| 3Y | +184.8% | +73.2% | +111.6% | +117.8% |
| 5Y | +62.1% | +59.9% | +2.3% | +29.3% |
| 10Y | +580.0% | +319.9% | +260.0% | +255.8% |
| All | +1,124.1% | +4,833.3% | -3,709.1% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling