+120.4%
MSTR vs XRT
-1.0%
+121.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -2.8% |
| 7D | +12.2% | +0.8% | +11.4% | +10.8% |
| 30D | +45.2% | -4.2% | +49.4% | +53.8% |
| 3M | +10.4% | +5.1% | +5.3% | +0.8% |
| 6M | -2.5% | +2.4% | -4.9% | -7.5% |
| YTD | -6.0% | +3.2% | -9.2% | -10.9% |
| 1Y | -56.4% | +1.5% | -57.9% | -57.8% |
| 3Y | +306.3% | +40.6% | +265.7% | +137.1% |
| All | +120.4% | -1.0% | +121.4% | +104.9% |
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