+287.2%
MSTR vs MXL
+209.6%
+77.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.5% | -10.3% | -4.3% |
| 7D | +7.7% | +19.0% | -11.3% | +3.8% |
| 30D | +36.3% | +4.5% | +31.9% | +33.7% |
| 3M | +13.4% | -1.5% | +14.9% | +6.7% |
| 6M | -4.5% | +348.6% | -353.1% | -48.8% |
| YTD | -12.7% | +310.3% | -322.9% | -52.0% |
| 1Y | -59.6% | +344.7% | -404.3% | -78.7% |
| All | +287.2% | +209.6% | +77.7% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling