-60.6%
MSTR vs MXL
+329.6%
-390.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -2.8% |
| 7D | -11.2% | +16.6% | -27.9% | -12.6% |
| 30D | +33.8% | +0.5% | +33.3% | +33.1% |
| 3M | +11.5% | -3.6% | +15.1% | +7.5% |
| 6M | -7.2% | +328.0% | -335.2% | -42.0% |
| YTD | -15.4% | +297.8% | -313.2% | -46.6% |
| 1Y | -60.6% | +339.4% | -400.0% | -76.2% |
| All | -60.6% | +329.6% | -390.2% | -76.2% |
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