+120.4%
MSTR vs XLC
+38.0%
+82.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | +0.9% |
| 7D | +12.2% | -0.8% | +13.0% | +14.1% |
| 30D | +45.2% | +1.0% | +44.1% | +41.3% |
| 3M | +10.4% | -0.7% | +11.1% | +10.8% |
| 6M | -2.5% | -5.1% | +2.7% | +7.7% |
| YTD | -6.0% | -4.3% | -1.7% | +1.4% |
| 1Y | -56.4% | -0.6% | -55.8% | -56.3% |
| 3Y | +306.3% | +72.7% | +233.6% | +42.7% |
| All | +120.4% | +38.0% | +82.4% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling