+103.8%
MSTR vs XLY
+28.1%
+75.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +0.1% |
| 7D | -8.3% | -1.7% | -6.6% | -5.1% |
| 30D | +38.1% | -4.2% | +42.3% | +50.2% |
| 3M | +9.0% | -2.7% | +11.7% | +14.5% |
| 6M | -5.3% | -0.6% | -4.7% | -4.2% |
| YTD | -13.8% | -5.0% | -8.8% | -3.9% |
| 1Y | -59.8% | -4.1% | -55.7% | -56.0% |
| 3Y | +282.2% | +33.6% | +248.6% | +121.1% |
| All | +103.8% | +28.1% | +75.6% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling