+120.4%
MSTR vs EXR
-11.8%
+132.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.5% |
| 7D | +12.2% | -2.6% | +14.7% | +14.3% |
| 30D | +45.2% | -7.2% | +52.4% | +53.1% |
| 3M | +10.4% | -3.5% | +13.9% | +12.3% |
| 6M | -2.5% | -5.3% | +2.8% | +0.4% |
| YTD | -6.0% | +9.4% | -15.4% | -13.2% |
| 1Y | -56.4% | +1.3% | -57.7% | -57.6% |
| 3Y | +306.3% | +22.4% | +283.9% | +211.6% |
| All | +120.4% | -11.8% | +132.2% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling