+677.4%
MSTR vs XHB
+202.9%
+474.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -1.5% |
| 7D | +7.7% | -1.9% | +9.6% | +9.7% |
| 30D | +36.3% | -8.3% | +44.7% | +47.1% |
| 3M | +13.4% | -7.1% | +20.5% | +19.0% |
| 6M | -4.5% | -5.3% | +0.8% | -2.1% |
| YTD | -12.7% | -3.2% | -9.5% | -13.2% |
| 1Y | -59.6% | -13.9% | -45.7% | -55.6% |
| 3Y | +272.5% | +24.9% | +247.5% | +195.7% |
| 5Y | +107.1% | +34.5% | +72.6% | +59.0% |
| 10Y | +677.4% | +215.5% | +461.9% | +252.8% |
| All | +677.4% | +202.9% | +474.5% | +252.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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