+308.9%
MSTR vs EXPE
+176.2%
+132.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | +12.2% | -9.5% | +21.7% | +15.5% |
| 30D | +45.2% | -6.6% | +51.8% | +47.3% |
| 3M | +10.4% | +31.4% | -21.0% | -0.4% |
| 6M | -2.5% | +35.2% | -37.7% | -14.0% |
| YTD | -6.0% | +5.8% | -11.8% | -10.4% |
| 1Y | -56.4% | +38.7% | -95.1% | -63.2% |
| All | +308.9% | +176.2% | +132.7% | +180.4% |
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