-42.3%
MSTR vs MXL
+276.5%
-318.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -11.1% | +16.2% | +6.1% |
| 7D | -1.8% | -24.3% | +22.5% | +0.7% |
| 30D | -13.3% | -46.1% | +32.8% | -8.5% |
| 3M | +46.0% | -21.8% | +67.8% | +48.3% |
| 6M | -22.4% | -27.2% | +4.8% | -23.1% |
| YTD | -6.2% | +226.2% | -232.4% | -41.8% |
| 1Y | -42.3% | +297.0% | -339.3% | -68.2% |
| All | -42.3% | +276.5% | -318.8% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling