+645.5%
MSTR vs XLRE
+87.4%
+558.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.4% |
| 7D | -11.2% | -2.7% | -8.5% | -8.9% |
| 30D | +33.8% | -2.3% | +36.1% | +37.0% |
| 3M | +11.5% | -3.5% | +14.9% | +14.9% |
| 6M | -7.2% | +1.9% | -9.0% | -9.2% |
| YTD | -15.4% | +8.3% | -23.7% | -21.5% |
| 1Y | -60.6% | +6.4% | -67.0% | -62.9% |
| 3Y | +260.8% | +30.2% | +230.6% | +184.7% |
| 5Y | +108.8% | +8.6% | +100.2% | +101.5% |
| All | +645.5% | +87.4% | +558.1% | +460.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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