-46.5%
MSTR vs XME
-2.0%
-44.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.9% | -1.1% |
| 7D | -13.4% | +0.3% | -13.7% | -13.8% |
| 30D | -22.1% | -6.1% | -15.9% | -17.8% |
| 3M | +15.0% | -18.6% | +33.6% | +36.1% |
| 6M | -37.3% | -23.9% | -13.4% | -22.3% |
| YTD | -26.5% | -9.3% | -17.2% | -22.9% |
| 1Y | -46.5% | +1.8% | -48.2% | -49.1% |
| All | -46.5% | -2.0% | -44.4% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling