+1,096.2%
MSTR vs XLB
+822.6%
+273.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.1% |
| 7D | +12.2% | -1.4% | +13.6% | +13.3% |
| 30D | +45.2% | -0.4% | +45.5% | +45.6% |
| 3M | +10.4% | +2.0% | +8.4% | +8.5% |
| 6M | -2.5% | +1.8% | -4.3% | -3.9% |
| YTD | -6.0% | +16.6% | -22.6% | -16.4% |
| 1Y | -56.4% | +16.9% | -73.3% | -61.3% |
| 3Y | +306.3% | +32.6% | +273.7% | +239.4% |
| 5Y | +100.5% | +35.6% | +64.8% | +77.5% |
| 10Y | +741.1% | +160.0% | +581.1% | +384.3% |
| All | +1,096.2% | +822.6% | +273.6% | +209.8% |
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 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