+526.8%
MSTR vs XLE
+165.3%
+361.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | -10.7% | -6.7% | -4.0% | -8.0% |
| 30D | -21.6% | -4.4% | -17.1% | -20.4% |
| 3M | +24.4% | +4.0% | +20.4% | +20.8% |
| 6M | -35.5% | +13.2% | -48.6% | -40.4% |
| YTD | -20.3% | +41.9% | -62.2% | -34.7% |
| 1Y | -49.3% | +41.6% | -91.0% | -58.5% |
| 3Y | +137.8% | +64.0% | +73.8% | +82.4% |
| 5Y | +48.3% | +158.1% | -109.8% | -5.1% |
| 10Y | +526.8% | +163.9% | +362.8% | +264.4% |
| All | +526.8% | +165.3% | +361.5% | +264.4% |
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