+180.5%
MSTR vs EXPE
+131.0%
+49.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +1.2% |
| 7D | -1.2% | -9.3% | +8.1% | +1.7% |
| 30D | -15.9% | +0.1% | -16.1% | -16.3% |
| 3M | +33.1% | -15.3% | +48.4% | +38.1% |
| 6M | -31.0% | +5.5% | -36.5% | -34.2% |
| YTD | -15.1% | -8.0% | -7.2% | -16.2% |
| 1Y | -45.6% | +18.9% | -64.5% | -52.3% |
| 3Y | +180.5% | +135.5% | +45.0% | +83.1% |
| All | +180.5% | +131.0% | +49.5% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling