+46.2%
MSTR vs XLF
+57.9%
-11.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.0% | -5.2% |
| 7D | -4.0% | +0.7% | -4.7% | -5.1% |
| 30D | -18.6% | +6.0% | -24.6% | -26.8% |
| 3M | +25.6% | +1.0% | +24.5% | +23.2% |
| 6M | -33.1% | +14.0% | -47.0% | -47.4% |
| YTD | -17.3% | +7.2% | -24.5% | -26.8% |
| 1Y | -48.1% | +11.6% | -59.7% | -57.6% |
| 3Y | +154.2% | +81.2% | +73.0% | -19.3% |
| 5Y | +46.2% | +57.9% | -11.7% | -38.8% |
| All | +46.2% | +57.9% | -11.7% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling