+481.0%
MSTR vs XRT
+136.4%
+344.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.9% | -2.9% |
| 7D | -13.4% | +1.7% | -15.2% | -15.0% |
| 30D | -22.1% | +7.5% | -29.6% | -27.9% |
| 3M | +15.0% | +2.2% | +12.8% | +11.7% |
| 6M | -37.3% | +14.7% | -52.0% | -46.3% |
| YTD | -26.5% | +7.5% | -34.0% | -31.8% |
| 1Y | -46.5% | +14.1% | -60.6% | -53.5% |
| 3Y | +121.1% | +58.8% | +62.3% | +44.3% |
| 5Y | +37.5% | -3.9% | +41.4% | +42.5% |
| All | +481.0% | +136.4% | +344.7% | +242.5% |
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