+1,531.8%
MSTR vs MXL
+249.5%
+1,282.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -2.9% |
| 7D | +12.2% | +1.6% | +10.5% | +11.5% |
| 30D | +45.2% | -7.0% | +52.2% | +46.0% |
| 3M | +10.4% | -33.4% | +43.8% | +14.7% |
| 6M | -2.5% | +260.2% | -262.6% | -48.3% |
| YTD | -6.0% | +260.0% | -266.0% | -50.5% |
| 1Y | -56.4% | +303.5% | -359.9% | -78.2% |
| 3Y | +306.3% | +160.4% | +145.8% | +106.2% |
| 5Y | +100.5% | +14.7% | +85.8% | +33.8% |
| 10Y | +741.1% | +215.6% | +525.5% | +302.0% |
| All | +1,531.8% | +249.5% | +1,282.3% | +526.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling