+731.6%
MSTR vs XLE
+173.0%
+558.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | +12.2% | +2.2% | +10.0% | +11.0% |
| 30D | +45.2% | +11.8% | +33.4% | +37.2% |
| 3M | +10.4% | +9.8% | +0.6% | +4.8% |
| 6M | -2.5% | +15.6% | -18.1% | -10.7% |
| YTD | -6.0% | +45.3% | -51.3% | -23.1% |
| 1Y | -56.4% | +48.3% | -104.7% | -64.8% |
| 3Y | +306.3% | +55.4% | +250.8% | +221.4% |
| 5Y | +100.5% | +216.1% | -115.6% | +20.1% |
| All | +731.6% | +173.0% | +558.6% | +376.5% |
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