+142.3%
MSTR vs XLC
+64.9%
+77.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | -0.3% |
| 7D | -14.2% | +3.5% | -17.6% | -19.2% |
| 30D | -19.9% | -2.6% | -17.3% | -15.9% |
| 3M | +27.3% | -2.1% | +29.4% | +31.4% |
| 6M | -37.6% | -5.5% | -32.1% | -31.3% |
| YTD | -19.5% | -6.9% | -12.6% | -8.8% |
| 1Y | -47.1% | -3.7% | -43.4% | -43.9% |
| All | +142.3% | +64.9% | +77.4% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling