+1,043.6%
MSTR vs XLV
+908.6%
+135.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -1.6% |
| 7D | +9.3% | -2.6% | +12.0% | +12.6% |
| 30D | +36.5% | +0.9% | +35.6% | +35.1% |
| 3M | +7.3% | +10.0% | -2.6% | -4.6% |
| 6M | +2.2% | +10.4% | -8.1% | -9.6% |
| YTD | -10.2% | +8.9% | -19.0% | -19.1% |
| 1Y | -58.6% | +23.4% | -82.0% | -67.8% |
| 3Y | +283.2% | +33.1% | +250.1% | +172.7% |
| 5Y | +113.8% | +33.3% | +80.5% | +62.8% |
| 10Y | +690.7% | +170.8% | +520.0% | +159.9% |
| All | +1,043.6% | +908.6% | +135.0% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling