+481.0%
MSTR vs XEL
+187.7%
+293.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.5% |
| 7D | -13.4% | +2.4% | -15.9% | -13.9% |
| 30D | -22.1% | +8.3% | -30.4% | -23.4% |
| 3M | +15.0% | +4.2% | +10.8% | +13.8% |
| 6M | -37.3% | +3.7% | -41.0% | -37.9% |
| YTD | -26.5% | +13.1% | -39.6% | -28.7% |
| 1Y | -46.5% | +5.0% | -51.5% | -47.2% |
| 3Y | +121.1% | +55.0% | +66.1% | +95.9% |
| 5Y | +37.5% | +51.8% | -14.3% | +23.5% |
| All | +481.0% | +187.7% | +293.3% | +381.9% |
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