+50.7%
MSTR vs EXPE
+43.6%
+7.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | -0.2% |
| 7D | -14.2% | -17.8% | +3.6% | -4.7% |
| 30D | -19.9% | -3.2% | -16.6% | -19.5% |
| 3M | +27.3% | -19.0% | +46.3% | +39.0% |
| 6M | -37.6% | +17.7% | -55.3% | -46.1% |
| YTD | -19.5% | -7.8% | -11.7% | -22.8% |
| 1Y | -47.1% | -1.4% | -45.8% | -52.1% |
| 3Y | +140.3% | +121.9% | +18.4% | +5.9% |
| All | +50.7% | +43.6% | +7.1% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling