+570.4%
MSTR vs XLB
+170.1%
+400.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.5% |
| 7D | -1.2% | -1.5% | +0.3% | +0.6% |
| 30D | -15.9% | +6.1% | -22.0% | -21.3% |
| 3M | +33.1% | 0.0% | +33.1% | +32.8% |
| 6M | -31.0% | 0.0% | -30.9% | -31.5% |
| YTD | -15.1% | +16.0% | -31.2% | -28.7% |
| 1Y | -45.6% | +24.7% | -70.4% | -58.2% |
| 3Y | +180.5% | +40.4% | +140.1% | +98.2% |
| 5Y | +61.7% | +30.7% | +31.0% | +31.4% |
| All | +570.4% | +170.1% | +400.3% | +252.9% |
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 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