-45.6%
MSTR vs XLP
+22.3%
-67.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.6% |
| 7D | -1.2% | +0.7% | -1.9% | -1.0% |
| 30D | -15.9% | +10.3% | -26.2% | -13.9% |
| 3M | +33.1% | +6.5% | +26.6% | +35.4% |
| 6M | -31.0% | +8.4% | -39.4% | -29.8% |
| YTD | -15.1% | +18.2% | -33.3% | -15.9% |
| 1Y | -45.6% | +22.4% | -68.1% | -46.1% |
| All | -45.6% | +22.3% | -67.9% | -46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling