-42.3%
MSTR vs XLF
+15.8%
-58.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.6% | -0.1% |
| 7D | -1.8% | +5.5% | -7.3% | -9.4% |
| 30D | -13.3% | +9.9% | -23.2% | -24.9% |
| 3M | +46.0% | +2.6% | +43.3% | +40.2% |
| 6M | -22.4% | +15.6% | -38.0% | -37.8% |
| YTD | -6.2% | +9.4% | -15.6% | -20.6% |
| 1Y | -42.3% | +14.7% | -57.0% | -54.1% |
| All | -42.3% | +15.8% | -58.0% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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