+120.4%
MSTR vs XLB
+36.1%
+84.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -0.8% |
| 7D | +12.2% | -1.4% | +13.6% | +14.6% |
| 30D | +45.2% | -0.4% | +45.5% | +45.8% |
| 3M | +10.4% | +2.0% | +8.4% | +5.4% |
| 6M | -2.5% | +1.8% | -4.3% | -7.1% |
| YTD | -6.0% | +16.6% | -22.6% | -30.3% |
| 1Y | -56.4% | +16.9% | -73.3% | -68.0% |
| 3Y | +306.3% | +32.6% | +273.7% | +139.3% |
| All | +120.4% | +36.1% | +84.2% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling