+980.0%
MSTR vs XLB
+818.2%
+161.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.3% |
| 7D | -1.2% | -1.5% | +0.3% | +0.1% |
| 30D | -15.9% | +6.1% | -22.0% | -19.6% |
| 3M | +33.1% | 0.0% | +33.1% | +33.0% |
| 6M | -31.0% | 0.0% | -30.9% | -31.2% |
| YTD | -15.1% | +16.0% | -31.2% | -24.2% |
| 1Y | -45.6% | +24.7% | -70.4% | -54.2% |
| 3Y | +180.5% | +40.4% | +140.1% | +124.6% |
| 5Y | +61.7% | +30.7% | +31.0% | +46.2% |
| 10Y | +578.0% | +173.3% | +404.7% | +278.8% |
| All | +980.0% | +818.2% | +161.9% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling