+107.1%
MSTR vs XLK
+145.5%
-38.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +7.7% | +2.3% | +5.4% | +3.8% |
| 30D | +36.3% | +0.8% | +35.5% | +35.1% |
| 3M | +13.4% | +4.1% | +9.3% | +3.9% |
| 6M | -4.5% | +34.8% | -39.2% | -45.5% |
| YTD | -12.7% | +30.8% | -43.5% | -46.7% |
| 1Y | -59.6% | +42.4% | -102.0% | -78.8% |
| 3Y | +272.5% | +121.8% | +150.7% | -15.4% |
| 5Y | +107.1% | +146.6% | -39.5% | -54.9% |
| All | +107.1% | +145.5% | -38.4% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling