-42.3%
MSTR vs XRT
+18.0%
-60.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.5% | -0.4% | +0.1% |
| 7D | -1.8% | +8.0% | -9.9% | -8.7% |
| 30D | -13.3% | +13.0% | -26.3% | -23.2% |
| 3M | +46.0% | +1.7% | +44.3% | +43.8% |
| 6M | -22.4% | +12.6% | -35.0% | -33.2% |
| YTD | -6.2% | +10.7% | -16.8% | -13.6% |
| 1Y | -42.3% | +18.4% | -60.7% | -48.7% |
| All | -42.3% | +18.0% | -60.3% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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