-56.4%
MSTR vs XLV
+27.5%
-83.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | +12.2% | +0.2% | +12.0% | +12.1% |
| 30D | +45.2% | +4.4% | +40.7% | +42.1% |
| 3M | +10.4% | +13.2% | -2.9% | +2.6% |
| 6M | -2.5% | +10.1% | -12.6% | -7.4% |
| YTD | -6.0% | +11.7% | -17.7% | -11.9% |
| 1Y | -56.4% | +26.9% | -83.3% | -64.0% |
| All | -56.4% | +27.5% | -83.9% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 1y: compounded portfolio wealth divided by compounded XLV 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…
1y analysis · Full analysis span regression · 6 months rolling