+677.4%
MSTR vs XLI
+250.3%
+427.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -1.0% |
| 7D | +7.7% | -0.6% | +8.3% | +8.7% |
| 30D | +36.3% | -6.9% | +43.3% | +48.4% |
| 3M | +13.4% | -1.9% | +15.3% | +15.0% |
| 6M | -4.5% | +1.0% | -5.5% | -6.6% |
| YTD | -12.7% | +11.3% | -24.0% | -23.6% |
| 1Y | -59.6% | +15.8% | -75.4% | -66.1% |
| 3Y | +272.5% | +69.8% | +202.6% | +114.7% |
| 5Y | +107.1% | +80.9% | +26.3% | +19.9% |
| 10Y | +677.4% | +257.2% | +420.2% | +192.6% |
| All | +677.4% | +250.3% | +427.1% | +192.6% |
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