+287.2%
MSTR vs XLRE
+31.2%
+256.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -1.6% |
| 7D | +7.7% | -0.7% | +8.5% | +8.8% |
| 30D | +36.3% | -2.2% | +38.6% | +39.8% |
| 3M | +13.4% | -2.6% | +16.0% | +16.1% |
| 6M | -4.5% | +2.6% | -7.1% | -8.0% |
| YTD | -12.7% | +9.3% | -21.9% | -21.0% |
| 1Y | -59.6% | +7.2% | -66.8% | -62.8% |
| All | +287.2% | +31.2% | +256.1% | +222.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling