+283.2%
MSTR vs XLU
+51.6%
+231.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.8% |
| 7D | +9.3% | +2.1% | +7.2% | +8.2% |
| 30D | +36.5% | -0.4% | +36.9% | +36.5% |
| 3M | +7.3% | +0.5% | +6.9% | +6.1% |
| 6M | +2.2% | -5.8% | +8.0% | +5.2% |
| YTD | -10.2% | +3.1% | -13.3% | -12.9% |
| 1Y | -58.6% | +8.1% | -66.7% | -61.0% |
| 3Y | +283.2% | +50.5% | +232.7% | +192.0% |
| All | +283.2% | +51.6% | +231.6% | +192.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling