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  • MSTR vs XLF✓SelectedUSD · XLFMSTR vs XLF performance historyLatest closeAs of-1.39%09/04
Stock and ETF performance explorer

MSTR vs XLF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,096.2%
XLF return
+419.1%
Excess return
+677.1%
Maximum drawdown
-99.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioXLFExcessAlpha
1D-1.4%-0.8%-0.6%-0.9%
7D+12.2%0.0%+12.2%+12.3%
30D+45.2%+0.2%+45.0%+45.0%
3M+10.4%+11.7%-1.3%+2.8%
6M-2.5%+13.8%-16.3%-10.0%
YTD-6.0%+7.0%-13.0%-9.4%
1Y-56.4%+9.1%-65.5%-58.5%
3Y+306.3%+75.6%+230.7%+194.4%
5Y+100.5%+66.4%+34.1%+60.2%
10Y+741.1%+250.3%+490.8%+327.1%
All+1,096.2%+419.1%+677.1%+351.0%

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