-56.4%
MSTR vs XLF
+9.9%
-66.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.3% |
| 7D | +12.2% | 0.0% | +12.2% | +12.4% |
| 30D | +45.2% | +0.2% | +45.0% | +44.6% |
| 3M | +10.4% | +11.7% | -1.3% | -5.9% |
| 6M | -2.5% | +13.8% | -16.3% | -18.9% |
| YTD | -6.0% | +7.0% | -13.0% | -16.5% |
| 1Y | -56.4% | +9.1% | -65.5% | -62.4% |
| All | -56.4% | +9.9% | -66.3% | -62.4% |
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