+677.4%
MSTR vs XEL
+146.5%
+530.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | +7.7% | +0.9% | +6.8% | +7.5% |
| 30D | +36.3% | -0.9% | +37.2% | +36.5% |
| 3M | +13.4% | -1.4% | +14.8% | +13.6% |
| 6M | -4.5% | -5.8% | +1.3% | -3.5% |
| YTD | -12.7% | +4.7% | -17.4% | -13.8% |
| 1Y | -59.6% | +9.1% | -68.7% | -60.6% |
| 3Y | +272.5% | +47.8% | +224.6% | +233.7% |
| 5Y | +107.1% | +29.0% | +78.1% | +91.8% |
| 10Y | +677.4% | +154.0% | +523.4% | +552.1% |
| All | +677.4% | +146.5% | +530.9% | +552.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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