-42.3%
MSTR vs XYL
-30.7%
-11.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.0% | +0.1% | +3.9% |
| 7D | -1.8% | +14.5% | -16.3% | -5.0% |
| 30D | -13.3% | -1.3% | -12.0% | -13.6% |
| 3M | +46.0% | -17.0% | +62.9% | +54.8% |
| 6M | -22.4% | -11.3% | -11.1% | -20.9% |
| YTD | -6.2% | -25.0% | +18.8% | +7.5% |
| 1Y | -42.3% | -31.5% | -10.7% | -21.5% |
| All | -42.3% | -30.7% | -11.6% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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