+137.8%
MSTR vs EXR
+51.9%
+85.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | -10.7% | +1.7% | -12.5% | -11.4% |
| 30D | -21.6% | +18.0% | -39.6% | -27.4% |
| 3M | +24.4% | +9.7% | +14.7% | +19.1% |
| 6M | -35.5% | +13.4% | -48.9% | -39.5% |
| YTD | -20.3% | +26.3% | -46.6% | -29.0% |
| 1Y | -49.3% | +27.6% | -76.9% | -55.2% |
| 3Y | +137.8% | +52.2% | +85.6% | +102.1% |
| All | +137.8% | +51.9% | +85.9% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling