+980.0%
MSTR vs XLI
+1,036.8%
-56.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -1.2% | -2.8% | +1.6% | +2.0% |
| 30D | -15.9% | -3.1% | -12.9% | -12.8% |
| 3M | +33.1% | -11.7% | +44.8% | +52.5% |
| 6M | -31.0% | -7.6% | -23.4% | -25.1% |
| YTD | -15.1% | +5.7% | -20.9% | -19.6% |
| 1Y | -45.6% | +7.8% | -53.5% | -49.6% |
| 3Y | +180.5% | +67.4% | +113.1% | +75.3% |
| 5Y | +61.7% | +64.8% | -3.1% | +12.4% |
| 10Y | +578.0% | +241.2% | +336.8% | +123.7% |
| All | +980.0% | +1,036.8% | -56.7% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling