+1,426.1%
MSTR vs XHB
+173.9%
+1,252.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -2.0% |
| 7D | +12.2% | -1.3% | +13.5% | +13.1% |
| 30D | +45.2% | -6.9% | +52.0% | +51.6% |
| 3M | +10.4% | -1.3% | +11.6% | +9.9% |
| 6M | -2.5% | -6.8% | +4.3% | +0.7% |
| YTD | -6.0% | +0.7% | -6.8% | -8.1% |
| 1Y | -56.4% | -11.2% | -45.2% | -54.1% |
| 3Y | +306.3% | +25.3% | +281.0% | +255.6% |
| 5Y | +100.5% | +37.3% | +63.2% | +76.5% |
| 10Y | +741.1% | +211.5% | +529.6% | +391.4% |
| All | +1,426.1% | +173.9% | +1,252.2% | +671.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling