+659.5%
MSTR vs XLU
+140.5%
+519.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -8.3% | -1.6% | -6.7% | -7.6% |
| 30D | +38.1% | -3.3% | +41.4% | +40.3% |
| 3M | +9.0% | -3.2% | +12.2% | +10.3% |
| 6M | -5.3% | -7.0% | +1.6% | -2.5% |
| YTD | -13.8% | +0.6% | -14.4% | -14.7% |
| 1Y | -59.8% | +2.4% | -62.3% | -60.6% |
| 3Y | +282.2% | +46.3% | +235.9% | +213.0% |
| 5Y | +112.8% | +44.0% | +68.8% | +79.5% |
| All | +659.5% | +140.5% | +519.0% | +477.2% |
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