+521.9%
MSTR vs EXR
+217.4%
+304.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -14.2% | -1.1% | -13.0% | -13.7% |
| 30D | -19.9% | +18.8% | -38.6% | -26.0% |
| 3M | +27.3% | +9.9% | +17.4% | +21.8% |
| 6M | -37.6% | +12.6% | -50.2% | -41.2% |
| YTD | -19.5% | +26.5% | -46.0% | -28.1% |
| 1Y | -47.1% | +24.5% | -71.6% | -52.5% |
| 3Y | +140.3% | +52.4% | +87.9% | +92.6% |
| 5Y | +49.5% | -1.5% | +51.0% | +45.5% |
| 10Y | +521.9% | +216.0% | +305.9% | +451.5% |
| All | +521.9% | +217.4% | +304.4% | +451.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling