+1,648.3%
MSTR vs EXPE
+710.1%
+938.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -2.9% |
| 7D | -10.7% | -11.2% | +0.5% | -7.2% |
| 30D | -21.6% | -7.5% | -14.1% | -20.0% |
| 3M | +24.4% | -19.1% | +43.5% | +31.5% |
| 6M | -35.5% | +10.7% | -46.2% | -39.1% |
| YTD | -20.3% | -9.9% | -10.4% | -20.9% |
| 1Y | -49.3% | -4.6% | -44.7% | -50.9% |
| 3Y | +137.8% | +116.8% | +21.0% | +68.6% |
| 5Y | +48.3% | +38.6% | +9.7% | +21.9% |
| 10Y | +526.8% | +115.9% | +410.9% | +315.9% |
| All | +1,648.3% | +710.1% | +938.2% | +516.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling