+287.2%
MSTR vs XLK
+119.9%
+167.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +7.7% | +2.3% | +5.4% | +4.5% |
| 30D | +36.3% | +0.8% | +35.5% | +35.4% |
| 3M | +13.4% | +4.1% | +9.3% | +6.0% |
| 6M | -4.5% | +34.8% | -39.2% | -40.2% |
| YTD | -12.7% | +30.8% | -43.5% | -42.1% |
| 1Y | -59.6% | +42.4% | -102.0% | -76.2% |
| All | +287.2% | +119.9% | +167.4% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling