+521.9%
MSTR vs XLE
+170.5%
+351.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.2% |
| 7D | -14.2% | -0.2% | -13.9% | -14.0% |
| 30D | -19.9% | -4.0% | -15.9% | -18.8% |
| 3M | +27.3% | +4.6% | +22.7% | +23.3% |
| 6M | -37.6% | +12.3% | -49.9% | -42.1% |
| YTD | -19.5% | +44.5% | -64.0% | -34.6% |
| 1Y | -47.1% | +42.4% | -89.5% | -56.8% |
| 3Y | +140.3% | +67.0% | +73.3% | +82.7% |
| 5Y | +49.5% | +161.9% | -112.4% | -5.0% |
| 10Y | +521.9% | +173.9% | +348.0% | +258.2% |
| All | +521.9% | +170.5% | +351.4% | +258.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling