-42.3%
MSTR vs EXPE
+48.9%
-91.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.5% | -5.4% | +4.1% |
| 7D | -1.8% | +14.6% | -16.4% | -3.1% |
| 30D | -13.3% | +21.4% | -34.7% | -15.0% |
| 3M | +46.0% | +1.4% | +44.6% | +44.8% |
| 6M | -22.4% | +28.6% | -51.1% | -25.8% |
| YTD | -6.2% | +12.1% | -18.3% | -10.8% |
| 1Y | -42.3% | +50.0% | -92.3% | -46.7% |
| All | -42.3% | +48.9% | -91.2% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling