+120.4%
MSTR vs XLE
+217.6%
-97.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | +12.2% | +2.2% | +10.0% | +10.6% |
| 30D | +45.2% | +11.8% | +33.4% | +34.7% |
| 3M | +10.4% | +9.8% | +0.6% | +3.0% |
| 6M | -2.5% | +15.6% | -18.1% | -13.8% |
| YTD | -6.0% | +45.3% | -51.3% | -29.4% |
| 1Y | -56.4% | +48.3% | -104.7% | -67.9% |
| 3Y | +306.3% | +55.4% | +250.8% | +187.9% |
| All | +120.4% | +217.6% | -97.2% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling