+536.9%
MSTR vs XLU
+163.0%
+373.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -14.2% | +0.5% | -14.6% | -14.4% |
| 30D | -19.9% | +5.3% | -25.1% | -22.0% |
| 3M | +27.3% | +1.2% | +26.2% | +26.1% |
| 6M | -37.6% | -1.6% | -36.0% | -37.5% |
| YTD | -19.5% | +4.8% | -24.3% | -22.1% |
| 1Y | -47.1% | +0.5% | -47.6% | -47.7% |
| 3Y | +140.3% | +58.9% | +81.4% | +88.2% |
| 5Y | +49.5% | +52.7% | -3.2% | +22.4% |
| All | +536.9% | +163.0% | +373.9% | +367.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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