+1,285.6%
MSTR vs XME
+169.9%
+1,115.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.6% | -2.0% |
| 7D | -1.2% | -4.5% | +3.3% | +1.2% |
| 30D | -15.9% | -10.9% | -5.1% | -10.6% |
| 3M | +33.1% | -15.3% | +48.4% | +45.3% |
| 6M | -31.0% | -24.6% | -6.4% | -20.2% |
| YTD | -15.1% | -9.6% | -5.5% | -10.0% |
| 1Y | -45.6% | +2.9% | -48.6% | -46.0% |
| 3Y | +180.5% | +86.9% | +93.6% | +113.7% |
| 5Y | +61.7% | +115.2% | -53.5% | +23.1% |
| 10Y | +578.0% | +305.7% | +272.3% | +286.5% |
| All | +1,285.6% | +169.9% | +1,115.7% | +655.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling