-42.3%
MSTR vs XLE
+50.1%
-92.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.7% | +9.8% | +3.5% |
| 7D | -1.8% | -7.2% | +5.4% | -4.0% |
| 30D | -13.3% | +0.1% | -13.4% | -13.5% |
| 3M | +46.0% | +9.2% | +36.8% | +46.7% |
| 6M | -22.4% | +8.4% | -30.8% | -21.8% |
| YTD | -6.2% | +44.9% | -51.1% | -24.1% |
| 1Y | -42.3% | +49.9% | -92.1% | -54.3% |
| All | -42.3% | +50.1% | -92.4% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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