-26.6%
MSTR vs XE
-62.9%
+36.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.0% | -9.6% | -4.5% |
| 7D | -4.0% | +7.6% | -11.6% | -6.4% |
| 30D | -18.6% | -18.6% | 0.0% | -14.4% |
| 3M | +25.6% | -50.7% | +76.3% | +48.3% |
| 6M | -33.1% | -63.0% | +30.0% | -21.2% |
| All | -26.6% | -62.9% | +36.4% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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