+645.5%
MSTR vs XLK
+796.0%
-150.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -1.4% |
| 7D | -11.2% | -0.4% | -10.8% | -10.8% |
| 30D | +33.8% | -0.5% | +34.3% | +35.2% |
| 3M | +11.5% | +5.0% | +6.5% | +4.4% |
| 6M | -7.2% | +32.9% | -40.0% | -35.1% |
| YTD | -15.4% | +29.0% | -44.4% | -37.8% |
| 1Y | -60.6% | +37.8% | -98.5% | -73.1% |
| 3Y | +260.8% | +118.7% | +142.2% | +50.4% |
| 5Y | +108.8% | +145.6% | -36.7% | -14.5% |
| All | +645.5% | +796.0% | -150.5% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling