-38.2%
MSTR vs MXL
-46.9%
+8.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -3.2% |
| 7D | -10.7% | -15.9% | +5.1% | -9.4% |
| 30D | -21.6% | -44.0% | +22.5% | -17.4% |
| 3M | +24.4% | -21.3% | +45.7% | +27.3% |
| All | -38.2% | -46.9% | +8.7% | -40.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling