+481.0%
MSTR vs XLF
+222.3%
+258.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -3.3% |
| 7D | -13.4% | +2.7% | -16.1% | -15.8% |
| 30D | -22.1% | +7.6% | -29.7% | -27.6% |
| 3M | +15.0% | +1.1% | +13.9% | +14.0% |
| 6M | -37.3% | +15.9% | -53.2% | -45.7% |
| YTD | -26.5% | +8.4% | -35.0% | -31.6% |
| 1Y | -46.5% | +12.5% | -59.0% | -52.0% |
| 3Y | +121.1% | +81.6% | +39.5% | +31.4% |
| 5Y | +37.5% | +59.3% | -21.8% | -4.6% |
| All | +481.0% | +222.3% | +258.7% | +181.6% |
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