+1,011.6%
MSTR vs XLY
+1,108.8%
-97.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -1.3% |
| 7D | +7.7% | -2.1% | +9.8% | +10.5% |
| 30D | +36.3% | -6.0% | +42.4% | +46.2% |
| 3M | +13.4% | -2.7% | +16.1% | +17.2% |
| 6M | -4.5% | -1.5% | -3.0% | -1.9% |
| YTD | -12.7% | -5.4% | -7.2% | -5.6% |
| 1Y | -59.6% | -3.8% | -55.8% | -56.9% |
| 3Y | +272.5% | +36.6% | +235.9% | +191.5% |
| 5Y | +107.1% | +27.4% | +79.8% | +106.2% |
| 10Y | +677.4% | +218.2% | +459.2% | +251.3% |
| All | +1,011.6% | +1,108.8% | -97.2% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling