+4,634.7%
MSTR vs EXR
+2,662.2%
+1,972.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | +12.2% | -2.6% | +14.7% | +13.3% |
| 30D | +45.2% | -7.2% | +52.4% | +49.2% |
| 3M | +10.4% | -3.5% | +13.9% | +11.5% |
| 6M | -2.5% | -5.3% | +2.8% | -0.9% |
| YTD | -6.0% | +9.4% | -15.4% | -9.4% |
| 1Y | -56.4% | +1.3% | -57.7% | -56.9% |
| 3Y | +306.3% | +22.4% | +283.9% | +269.1% |
| 5Y | +100.5% | -12.2% | +112.7% | +110.3% |
| 10Y | +741.1% | +148.6% | +592.5% | +503.4% |
| All | +4,634.7% | +2,662.2% | +1,972.5% | +1,260.7% |
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