-46.0%
MSTR vs XLC
-6.0%
-40.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.8% |
| 7D | -1.2% | +4.9% | -6.1% | -6.8% |
| 30D | -15.9% | -5.8% | -10.1% | -9.4% |
| 3M | +33.1% | -5.4% | +38.6% | +42.1% |
| 6M | -31.0% | -10.2% | -20.8% | -21.5% |
| YTD | -15.1% | -10.2% | -5.0% | -3.7% |
| All | -46.0% | -6.0% | -40.0% | -42.5% |
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