+40.9%
MSTR vs XLB
+28.9%
+12.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.2% | -4.3% |
| 7D | -11.5% | 0.0% | -11.5% | -11.6% |
| 30D | -24.8% | +5.3% | -30.1% | -31.2% |
| 3M | +20.6% | 0.0% | +20.6% | +19.9% |
| 6M | -38.0% | +1.2% | -39.2% | -40.5% |
| YTD | -24.7% | +16.9% | -41.6% | -44.6% |
| 1Y | -49.1% | +20.9% | -70.0% | -65.0% |
| 3Y | +124.7% | +43.3% | +81.4% | +13.6% |
| 5Y | +40.9% | +28.3% | +12.6% | -8.0% |
| All | +40.9% | +28.9% | +12.0% | -8.0% |
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