+645.5%
MSTR vs MXL
+284.4%
+361.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -2.2% |
| 7D | -11.2% | +16.6% | -27.9% | -15.6% |
| 30D | +33.8% | +0.5% | +33.3% | +31.3% |
| 3M | +11.5% | -3.6% | +15.1% | +2.5% |
| 6M | -7.2% | +328.0% | -335.2% | -58.8% |
| YTD | -15.4% | +297.8% | -313.2% | -61.6% |
| 1Y | -60.6% | +339.4% | -400.0% | -83.2% |
| 3Y | +260.8% | +201.7% | +59.1% | +50.9% |
| 5Y | +108.8% | +32.8% | +76.1% | +24.5% |
| All | +645.5% | +284.4% | +361.1% | +207.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling