-56.4%
MSTR vs XLK
+44.7%
-101.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -2.3% |
| 7D | +12.2% | +0.9% | +11.3% | +11.2% |
| 30D | +45.2% | +0.7% | +44.4% | +44.5% |
| 3M | +10.4% | -2.9% | +13.3% | +15.0% |
| 6M | -2.5% | +34.3% | -36.7% | -42.3% |
| YTD | -6.0% | +30.4% | -36.4% | -42.6% |
| 1Y | -56.4% | +43.4% | -99.8% | -75.9% |
| All | -56.4% | +44.7% | -101.1% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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