+731.6%
MSTR vs XLB
+161.2%
+570.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.0% |
| 7D | +12.2% | -1.4% | +13.6% | +13.8% |
| 30D | +45.2% | -0.4% | +45.5% | +45.7% |
| 3M | +10.4% | +2.0% | +8.4% | +7.4% |
| 6M | -2.5% | +1.8% | -4.3% | -4.9% |
| YTD | -6.0% | +16.6% | -22.6% | -21.3% |
| 1Y | -56.4% | +16.9% | -73.3% | -63.7% |
| 3Y | +306.3% | +32.6% | +273.7% | +205.8% |
| 5Y | +100.5% | +35.6% | +64.8% | +59.3% |
| All | +731.6% | +161.2% | +570.4% | +331.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling