+481.0%
MSTR vs XPO
+1,266.4%
-785.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.7% | -3.3% |
| 7D | -13.4% | +9.0% | -22.4% | -16.5% |
| 30D | -22.1% | +4.2% | -26.2% | -23.5% |
| 3M | +15.0% | -8.7% | +23.6% | +18.6% |
| 6M | -37.3% | -2.8% | -34.5% | -37.3% |
| YTD | -26.5% | +41.9% | -68.4% | -37.8% |
| 1Y | -46.5% | +42.3% | -88.8% | -55.0% |
| 3Y | +121.1% | +127.3% | -6.2% | +46.1% |
| 5Y | +37.5% | +306.4% | -268.9% | -31.7% |
| All | +481.0% | +1,266.4% | -785.4% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling