+570.4%
MSTR vs EXR
+221.5%
+348.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -1.2% | +5.2% | -6.4% | -3.4% |
| 30D | -15.9% | +20.9% | -36.8% | -22.9% |
| 3M | +33.1% | +7.7% | +25.4% | +28.6% |
| 6M | -31.0% | +13.2% | -44.2% | -35.2% |
| YTD | -15.1% | +26.5% | -41.6% | -24.2% |
| 1Y | -45.6% | +27.2% | -72.8% | -51.7% |
| 3Y | +180.5% | +71.5% | +109.0% | +112.8% |
| 5Y | +61.7% | +0.4% | +61.3% | +57.0% |
| All | +570.4% | +221.5% | +348.9% | +497.2% |
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