-56.4%
MSTR vs XLB
+17.4%
-73.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.1% |
| 7D | +12.2% | -1.4% | +13.6% | +13.5% |
| 30D | +45.2% | -0.4% | +45.5% | +45.4% |
| 3M | +10.4% | +2.0% | +8.4% | +8.2% |
| 6M | -2.5% | +1.8% | -4.3% | -4.2% |
| YTD | -6.0% | +16.6% | -22.6% | -17.3% |
| 1Y | -56.4% | +16.9% | -73.3% | -60.9% |
| All | -56.4% | +17.4% | -73.8% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling