-2.5%
MSTR vs XLC
-4.3%
+1.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | +0.2% |
| 7D | +12.2% | -0.8% | +13.0% | +13.5% |
| 30D | +45.2% | +1.0% | +44.1% | +42.2% |
| 3M | +10.4% | -0.7% | +11.1% | +11.2% |
| 6M | -2.5% | -5.1% | +2.7% | +7.2% |
| All | -2.5% | -4.3% | +1.8% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling