+983.1%
MSTR vs XLP
+577.3%
+405.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.8% | -8.5% | -8.8% |
| 7D | -8.7% | +3.5% | -12.2% | -10.9% |
| 30D | -21.4% | +11.6% | -33.0% | -27.7% |
| 3M | +31.4% | +7.6% | +23.8% | +23.7% |
| 6M | -30.8% | +10.0% | -40.8% | -36.5% |
| YTD | -14.9% | +19.7% | -34.6% | -26.6% |
| 1Y | -49.3% | +23.5% | -72.8% | -57.3% |
| 3Y | +184.8% | +44.0% | +140.9% | +110.7% |
| 5Y | +62.1% | +42.7% | +19.4% | +24.9% |
| 10Y | +580.0% | +131.3% | +448.6% | +268.8% |
| All | +983.1% | +577.3% | +405.9% | +249.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling