+526.8%
MSTR vs XLI
+231.4%
+295.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -10.7% | -1.5% | -9.2% | -9.2% |
| 30D | -21.6% | -0.3% | -21.2% | -21.2% |
| 3M | +24.4% | -8.4% | +32.7% | +38.3% |
| 6M | -35.5% | -2.1% | -33.4% | -34.3% |
| YTD | -20.3% | +9.6% | -30.0% | -28.8% |
| 1Y | -49.3% | +10.7% | -60.0% | -55.2% |
| 3Y | +137.8% | +71.6% | +66.2% | +35.6% |
| 5Y | +48.3% | +70.8% | -22.5% | -10.2% |
| 10Y | +526.8% | +228.0% | +298.8% | +162.2% |
| All | +526.8% | +231.4% | +295.4% | +162.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling