+142.3%
MSTR vs XBI
+137.0%
+5.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.2% |
| 7D | -14.2% | -1.8% | -12.4% | -12.5% |
| 30D | -19.9% | +3.2% | -23.1% | -22.4% |
| 3M | +27.3% | -1.1% | +28.4% | +28.5% |
| 6M | -37.6% | +16.1% | -53.7% | -47.9% |
| YTD | -19.5% | +28.3% | -47.8% | -39.9% |
| 1Y | -47.1% | +37.7% | -84.8% | -63.8% |
| All | +142.3% | +137.0% | +5.3% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling