+521.9%
MSTR vs XLF
+228.2%
+293.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.5% |
| 7D | -14.2% | -1.0% | -13.2% | -13.2% |
| 30D | -19.9% | +6.5% | -26.4% | -24.7% |
| 3M | +27.3% | +1.8% | +25.5% | +25.3% |
| 6M | -37.6% | +15.4% | -52.9% | -45.7% |
| YTD | -19.5% | +8.4% | -27.8% | -24.9% |
| 1Y | -47.1% | +11.9% | -59.0% | -52.3% |
| 3Y | +140.3% | +81.1% | +59.2% | +43.3% |
| 5Y | +49.5% | +59.5% | -10.0% | +3.7% |
| 10Y | +521.9% | +225.2% | +296.7% | +212.5% |
| All | +521.9% | +228.2% | +293.7% | +212.5% |
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