+50.7%
MSTR vs XBI
+24.0%
+26.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.1% |
| 7D | -14.2% | -1.8% | -12.4% | -12.4% |
| 30D | -19.9% | +3.2% | -23.1% | -22.9% |
| 3M | +27.3% | -1.1% | +28.4% | +28.4% |
| 6M | -37.6% | +16.1% | -53.7% | -49.1% |
| YTD | -19.5% | +28.3% | -47.8% | -42.1% |
| 1Y | -47.1% | +37.7% | -84.8% | -65.4% |
| 3Y | +140.3% | +134.9% | +5.3% | -21.1% |
| All | +50.7% | +24.0% | +26.8% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling