+793.5%
MSTR vs XLC
+135.2%
+658.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -4.1% |
| 7D | -10.7% | +6.2% | -17.0% | -18.1% |
| 30D | -21.6% | -2.4% | -19.2% | -18.6% |
| 3M | +24.4% | -3.3% | +27.7% | +30.2% |
| 6M | -35.5% | -7.3% | -28.2% | -28.3% |
| YTD | -20.3% | -7.6% | -12.7% | -10.8% |
| 1Y | -49.3% | -3.7% | -45.6% | -46.5% |
| 3Y | +137.8% | +62.9% | +74.9% | +31.6% |
| 5Y | +48.3% | +41.6% | +6.7% | -1.4% |
| All | +793.5% | +135.2% | +658.3% | +303.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling