+1,434.7%
MSTR vs XME
+242.3%
+1,192.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +12.2% | -0.1% | +12.3% | +12.1% |
| 30D | +45.2% | +6.0% | +39.2% | +41.2% |
| 3M | +10.4% | -7.7% | +18.1% | +15.4% |
| 6M | -2.5% | +1.0% | -3.4% | -2.8% |
| YTD | -6.0% | +14.6% | -20.7% | -11.8% |
| 1Y | -56.4% | +46.0% | -102.4% | -63.9% |
| 3Y | +306.3% | +127.0% | +179.3% | +179.5% |
| 5Y | +100.5% | +175.8% | -75.3% | +34.5% |
| 10Y | +741.1% | +414.6% | +326.5% | +322.4% |
| All | +1,434.7% | +242.3% | +1,192.3% | +640.1% |
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