-42.3%
MSTR vs XLK
+19.7%
-62.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -1.8% | -7.6% | +5.8% | +9.5% |
| 30D | -13.3% | -12.2% | -1.2% | +3.9% |
| 3M | +46.0% | -5.5% | +51.4% | +59.6% |
| 6M | -22.4% | +9.2% | -31.6% | -35.8% |
| YTD | -6.2% | +23.0% | -29.2% | -38.8% |
| 1Y | -42.3% | +20.7% | -63.0% | -61.5% |
| All | -42.3% | +19.7% | -62.0% | -61.5% |
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