+40.4%
MSTR vs XLK
+110.4%
-70.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | +1.0% |
| 7D | -13.4% | +3.4% | -16.8% | -18.6% |
| 30D | -22.1% | -10.6% | -11.5% | -6.3% |
| 3M | +15.0% | -10.6% | +25.6% | +39.7% |
| 6M | -37.3% | -3.5% | -33.8% | -35.6% |
| YTD | -26.5% | +18.7% | -45.2% | -47.3% |
| 1Y | -46.5% | +19.4% | -65.9% | -62.1% |
| 3Y | +121.1% | +94.5% | +26.6% | -36.9% |
| All | +40.4% | +110.4% | -70.0% | -62.3% |
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