+4,187.1%
MSTR vs EXR
+3,113.6%
+1,073.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.7% | -9.1% |
| 7D | -8.7% | +6.8% | -15.5% | -10.9% |
| 30D | -21.4% | +19.6% | -41.0% | -26.5% |
| 3M | +31.4% | +8.0% | +23.5% | +27.6% |
| 6M | -30.8% | +17.2% | -48.0% | -35.1% |
| YTD | -14.9% | +27.2% | -42.1% | -22.6% |
| 1Y | -49.3% | +26.1% | -75.4% | -53.8% |
| 3Y | +184.8% | +70.7% | +114.1% | +129.3% |
| 5Y | +62.1% | +1.0% | +61.2% | +61.2% |
| 10Y | +580.0% | +227.1% | +352.9% | +343.0% |
| All | +4,187.1% | +3,113.6% | +1,073.6% | +1,063.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling