+1,096.2%
MSTR vs XLK
+1,455.1%
-358.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -2.2% |
| 7D | +12.2% | +0.9% | +11.3% | +11.4% |
| 30D | +45.2% | +0.7% | +44.4% | +44.7% |
| 3M | +10.4% | -2.9% | +13.3% | +14.0% |
| 6M | -2.5% | +34.3% | -36.7% | -30.5% |
| YTD | -6.0% | +30.4% | -36.4% | -29.9% |
| 1Y | -56.4% | +43.4% | -99.8% | -70.7% |
| 3Y | +306.3% | +116.8% | +189.5% | +81.3% |
| 5Y | +100.5% | +144.0% | -43.5% | -7.9% |
| 10Y | +741.1% | +778.8% | -37.7% | -9.8% |
| All | +1,096.2% | +1,455.1% | -358.9% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling