+554.5%
MSTR vs XRT
+163.3%
+391.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -6.3% |
| 7D | -4.0% | +2.5% | -6.4% | -6.5% |
| 30D | -18.6% | +10.3% | -29.0% | -26.7% |
| 3M | +25.6% | +2.4% | +23.2% | +21.8% |
| 6M | -33.1% | +10.0% | -43.0% | -40.3% |
| YTD | -17.3% | +9.5% | -26.9% | -24.8% |
| 1Y | -48.1% | +17.2% | -65.3% | -56.1% |
| 3Y | +154.2% | +62.0% | +92.2% | +62.7% |
| 5Y | +46.2% | -2.1% | +48.3% | +48.6% |
| 10Y | +554.5% | +152.6% | +402.0% | +266.5% |
| All | +554.5% | +163.3% | +391.2% | +266.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling