+952.1%
MSTR vs XLF
+420.0%
+532.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.0% | -3.5% |
| 7D | -4.0% | +0.7% | -4.7% | -4.3% |
| 30D | -18.6% | +6.0% | -24.6% | -21.5% |
| 3M | +25.6% | +1.0% | +24.5% | +25.0% |
| 6M | -33.1% | +14.0% | -47.0% | -38.3% |
| YTD | -17.3% | +7.2% | -24.5% | -20.2% |
| 1Y | -48.1% | +11.6% | -59.7% | -51.2% |
| 3Y | +154.2% | +81.2% | +73.0% | +80.8% |
| 5Y | +46.2% | +57.9% | -11.7% | +20.3% |
| 10Y | +554.5% | +234.4% | +320.1% | +242.2% |
| All | +952.1% | +420.0% | +532.1% | +297.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling