+645.5%
MSTR vs XBI
+161.4%
+484.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -1.7% |
| 7D | -11.2% | -4.6% | -6.6% | -7.4% |
| 30D | +33.8% | -0.8% | +34.6% | +34.8% |
| 3M | +11.5% | +21.8% | -10.4% | -7.1% |
| 6M | -7.2% | +23.2% | -30.3% | -23.2% |
| YTD | -15.4% | +28.7% | -44.1% | -32.5% |
| 1Y | -60.6% | +67.8% | -128.4% | -75.2% |
| 3Y | +260.8% | +100.6% | +160.2% | +99.4% |
| 5Y | +108.8% | +19.8% | +89.0% | +72.2% |
| All | +645.5% | +161.4% | +484.0% | +397.4% |
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