+615.7%
MSTR vs XLRE
+112.0%
+503.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.7% |
| 7D | +12.2% | -1.2% | +13.4% | +13.6% |
| 30D | +45.2% | -2.8% | +48.0% | +49.1% |
| 3M | +10.4% | -0.2% | +10.6% | +9.9% |
| 6M | -2.5% | +1.9% | -4.4% | -4.6% |
| YTD | -6.0% | +10.6% | -16.6% | -14.2% |
| 1Y | -56.4% | +8.8% | -65.2% | -59.7% |
| 3Y | +306.3% | +31.5% | +274.8% | +220.2% |
| 5Y | +100.5% | +6.6% | +93.9% | +94.5% |
| 10Y | +741.1% | +84.0% | +657.1% | +519.1% |
| All | +615.7% | +112.0% | +503.7% | +387.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling