+283.2%
MSTR vs XLF
+75.4%
+207.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -2.2% |
| 7D | +9.3% | +0.2% | +9.1% | +9.4% |
| 30D | +36.5% | -0.5% | +37.0% | +37.6% |
| 3M | +7.3% | +10.6% | -3.3% | -8.9% |
| 6M | +2.2% | +14.3% | -12.1% | -17.6% |
| YTD | -10.2% | +5.5% | -15.7% | -17.2% |
| 1Y | -58.6% | +9.6% | -68.2% | -64.2% |
| 3Y | +283.2% | +75.2% | +208.0% | +70.3% |
| All | +283.2% | +75.4% | +207.8% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling