+851.5%
MSTR vs XLC
+128.7%
+722.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.9% |
| 7D | -1.2% | +4.9% | -6.1% | -7.5% |
| 30D | -15.9% | -5.8% | -10.1% | -8.2% |
| 3M | +33.1% | -5.4% | +38.6% | +44.0% |
| 6M | -31.0% | -10.2% | -20.8% | -19.7% |
| YTD | -15.1% | -10.2% | -5.0% | -1.0% |
| 1Y | -45.6% | -5.6% | -40.0% | -40.9% |
| 3Y | +180.5% | +61.0% | +119.5% | +58.5% |
| 5Y | +61.7% | +35.2% | +26.4% | +13.6% |
| All | +851.5% | +128.7% | +722.8% | +348.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling