+108.8%
MSTR vs XLV
+33.2%
+75.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.6% | -2.3% |
| 7D | -11.2% | -4.4% | -6.8% | -5.3% |
| 30D | +33.8% | -1.4% | +35.2% | +36.3% |
| 3M | +11.5% | +8.9% | +2.6% | -3.7% |
| 6M | -7.2% | +9.1% | -16.2% | -20.4% |
| YTD | -15.4% | +7.9% | -23.3% | -26.1% |
| 1Y | -60.6% | +22.7% | -83.4% | -72.7% |
| 3Y | +260.8% | +31.9% | +228.9% | +103.9% |
| 5Y | +108.8% | +34.9% | +74.0% | +23.6% |
| All | +108.8% | +33.2% | +75.7% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling