+142.3%
MSTR vs XLB
+46.0%
+96.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.6% |
| 7D | -14.2% | -1.6% | -12.5% | -12.0% |
| 30D | -19.9% | +7.2% | -27.1% | -27.5% |
| 3M | +27.3% | 0.0% | +27.3% | +26.8% |
| 6M | -37.6% | +2.3% | -39.9% | -40.3% |
| YTD | -19.5% | +18.4% | -37.9% | -39.1% |
| 1Y | -47.1% | +23.3% | -70.5% | -62.8% |
| All | +142.3% | +46.0% | +96.3% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling