+49.9%
MSTR vs XRT
-5.3%
+55.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +2.2% |
| 7D | -1.2% | +0.9% | -2.1% | -2.6% |
| 30D | -15.9% | +7.9% | -23.9% | -25.6% |
| 3M | +33.1% | -0.2% | +33.3% | +32.0% |
| 6M | -31.0% | +5.6% | -36.6% | -38.3% |
| YTD | -15.1% | +5.7% | -20.8% | -23.0% |
| 1Y | -45.6% | +14.6% | -60.2% | -56.9% |
| 3Y | +180.5% | +50.7% | +129.8% | +43.4% |
| All | +49.9% | -5.3% | +55.3% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling