+481.0%
MSTR vs MXL
+161.9%
+319.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.4% | +3.0% | -0.8% |
| 7D | -13.4% | +13.4% | -26.8% | -17.2% |
| 30D | -22.1% | -29.2% | +7.2% | -15.5% |
| 3M | +15.0% | -27.2% | +42.2% | +19.7% |
| 6M | -37.3% | -36.4% | -0.9% | -37.4% |
| YTD | -26.5% | +220.0% | -246.6% | -66.1% |
| 1Y | -46.5% | +304.8% | -351.3% | -77.7% |
| 3Y | +121.1% | +238.5% | -117.4% | -17.1% |
| 5Y | +37.5% | -18.8% | +56.3% | -8.8% |
| All | +481.0% | +161.9% | +319.1% | +138.6% |
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