+554.5%
MSTR vs XLP
+130.4%
+424.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.2% |
| 7D | -4.0% | +0.1% | -4.0% | -4.0% |
| 30D | -18.6% | +8.9% | -27.6% | -23.9% |
| 3M | +25.6% | +7.5% | +18.1% | +18.2% |
| 6M | -33.1% | +9.4% | -42.5% | -38.4% |
| YTD | -17.3% | +19.3% | -36.6% | -29.1% |
| 1Y | -48.1% | +21.7% | -69.8% | -56.3% |
| 3Y | +154.2% | +44.0% | +110.2% | +81.3% |
| 5Y | +46.2% | +42.8% | +3.4% | +9.8% |
| 10Y | +554.5% | +128.8% | +425.7% | +282.4% |
| All | +554.5% | +130.4% | +424.1% | +282.4% |
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