+137.8%
MSTR vs MXL
+231.7%
-93.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -2.9% |
| 7D | -10.7% | -15.9% | +5.1% | -8.4% |
| 30D | -21.6% | -44.0% | +22.5% | -13.0% |
| 3M | +24.4% | -21.3% | +45.7% | +26.4% |
| 6M | -35.5% | -46.1% | +10.6% | -32.6% |
| YTD | -20.3% | +208.8% | -229.2% | -55.5% |
| 1Y | -49.3% | +255.5% | -304.9% | -73.2% |
| 3Y | +137.8% | +223.3% | -85.5% | -0.5% |
| All | +137.8% | +231.7% | -93.9% | -0.5% |
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