+677.4%
MSTR vs XLF
+247.0%
+430.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.4% |
| 7D | +7.7% | -1.0% | +8.8% | +9.1% |
| 30D | +36.3% | -1.3% | +37.6% | +38.2% |
| 3M | +13.4% | +9.1% | +4.2% | +4.3% |
| 6M | -4.5% | +14.4% | -18.9% | -16.0% |
| YTD | -12.7% | +5.1% | -17.8% | -16.2% |
| 1Y | -59.6% | +8.6% | -68.2% | -62.5% |
| 3Y | +272.5% | +74.4% | +198.0% | +131.5% |
| 5Y | +107.1% | +64.4% | +42.8% | +43.8% |
| 10Y | +677.4% | +251.6% | +425.8% | +270.8% |
| All | +677.4% | +247.0% | +430.4% | +270.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling