+1,096.2%
MSTR vs XLF
+419.1%
+677.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 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