+49.9%
MSTR vs XME
+110.8%
-60.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.6% | -3.9% |
| 7D | -1.2% | -4.5% | +3.3% | +3.8% |
| 30D | -15.9% | -10.9% | -5.1% | -4.6% |
| 3M | +33.1% | -15.3% | +48.4% | +58.4% |
| 6M | -31.0% | -24.6% | -6.4% | -8.1% |
| YTD | -15.1% | -9.6% | -5.5% | -9.0% |
| 1Y | -45.6% | +2.9% | -48.6% | -50.1% |
| 3Y | +180.5% | +86.9% | +93.6% | +23.1% |
| All | +49.9% | +110.8% | -60.9% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 5y: compounded portfolio wealth divided by compounded XME 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…
5y analysis · Full analysis span regression · 6 months rolling