+481.0%
MSTR vs XBI
+129.6%
+351.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.0% |
| 7D | -13.4% | -1.1% | -12.3% | -12.6% |
| 30D | -22.1% | +2.6% | -24.7% | -23.5% |
| 3M | +15.0% | -4.0% | +19.0% | +19.6% |
| 6M | -37.3% | +10.9% | -48.2% | -43.3% |
| YTD | -26.5% | +23.6% | -50.1% | -39.5% |
| 1Y | -46.5% | +35.1% | -81.6% | -59.5% |
| 3Y | +121.1% | +125.2% | -4.1% | +10.0% |
| 5Y | +37.5% | +19.7% | +17.8% | +14.7% |
| All | +481.0% | +129.6% | +351.5% | +295.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 10y: compounded portfolio wealth divided by compounded XBI 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…
10y analysis · Full analysis span regression · 6 months rolling