+275.2%
MSTR vs XLY
+34.0%
+241.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.4% |
| 7D | -11.2% | -3.9% | -7.4% | -5.1% |
| 30D | +33.8% | -6.1% | +39.9% | +48.8% |
| 3M | +11.5% | -1.2% | +12.6% | +13.5% |
| 6M | -7.2% | -1.8% | -5.4% | -3.8% |
| YTD | -15.4% | -5.9% | -9.5% | -5.1% |
| 1Y | -60.6% | -3.1% | -57.5% | -57.8% |
| All | +275.2% | +34.0% | +241.2% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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