+304.5%
MSTR vs XHB
+30.5%
+274.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -2.2% |
| 7D | +12.2% | -1.3% | +13.5% | +13.4% |
| 30D | +45.2% | -6.9% | +52.0% | +53.8% |
| 3M | +10.4% | -1.3% | +11.6% | +9.0% |
| 6M | -2.5% | -6.8% | +4.3% | +1.5% |
| YTD | -6.0% | +0.7% | -6.8% | -10.5% |
| 1Y | -56.4% | -11.2% | -45.2% | -53.0% |
| All | +304.5% | +30.5% | +274.0% | +258.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling