+120.4%
MSTR vs XLP
+32.7%
+87.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.6% |
| 7D | +12.2% | -1.0% | +13.2% | +13.2% |
| 30D | +45.2% | -0.9% | +46.0% | +45.7% |
| 3M | +10.4% | +3.8% | +6.6% | +4.4% |
| 6M | -2.5% | -1.7% | -0.7% | -2.1% |
| YTD | -6.0% | +10.3% | -16.3% | -18.2% |
| 1Y | -56.4% | +7.8% | -64.2% | -61.3% |
| 3Y | +306.3% | +27.2% | +279.1% | +163.6% |
| All | +120.4% | +32.7% | +87.6% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling