-42.3%
MSTR vs XLI
+12.2%
-54.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +6.4% |
| 7D | -1.8% | +0.6% | -2.4% | -2.5% |
| 30D | -13.3% | -0.4% | -12.9% | -12.7% |
| 3M | +46.0% | -8.8% | +54.8% | +61.8% |
| 6M | -22.4% | -0.4% | -22.1% | -24.6% |
| YTD | -6.2% | +10.1% | -16.3% | -18.7% |
| 1Y | -42.3% | +12.3% | -54.6% | -51.5% |
| All | -42.3% | +12.2% | -54.5% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling