+736.9%
MSTR vs XLP
+101.8%
+635.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.8% |
| 7D | +12.2% | -1.0% | +13.2% | +12.9% |
| 30D | +45.2% | -0.9% | +46.0% | +45.6% |
| 3M | +10.4% | +3.8% | +6.6% | +6.2% |
| 6M | -2.5% | -1.7% | -0.7% | -2.2% |
| YTD | -6.0% | +10.3% | -16.3% | -14.2% |
| 1Y | -56.4% | +7.8% | -64.2% | -59.6% |
| 3Y | +306.3% | +27.2% | +279.1% | +221.2% |
| 5Y | +100.5% | +32.5% | +68.0% | +60.0% |
| All | +736.9% | +101.8% | +635.1% | +425.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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