+659.5%
MSTR vs XLV
+174.9%
+484.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -8.3% | -3.6% | -4.7% | -5.0% |
| 30D | +38.1% | -1.8% | +39.9% | +40.6% |
| 3M | +9.0% | +7.8% | +1.2% | +0.4% |
| 6M | -5.3% | +9.1% | -14.4% | -14.1% |
| YTD | -13.8% | +7.7% | -21.5% | -20.5% |
| 1Y | -59.8% | +20.4% | -80.2% | -67.1% |
| 3Y | +282.2% | +30.8% | +251.4% | +187.5% |
| 5Y | +112.8% | +34.6% | +78.1% | +64.2% |
| All | +659.5% | +174.9% | +484.6% | +318.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling