-49.3%
MSTR vs XLC
-3.3%
-46.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -4.1% |
| 7D | -10.7% | +6.2% | -17.0% | -17.2% |
| 30D | -21.6% | -2.4% | -19.2% | -19.1% |
| 3M | +24.4% | -3.3% | +27.7% | +29.1% |
| 6M | -35.5% | -7.3% | -28.2% | -29.5% |
| YTD | -20.3% | -7.6% | -12.7% | -12.7% |
| 1Y | -49.3% | -3.7% | -45.6% | -47.9% |
| All | -49.3% | -3.3% | -46.0% | -47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling