+677.4%
MSTR vs XYL
+140.7%
+536.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.0% |
| 7D | +7.7% | +0.8% | +6.9% | +7.0% |
| 30D | +36.3% | -10.8% | +47.2% | +47.9% |
| 3M | +13.4% | -2.5% | +15.9% | +13.5% |
| 6M | -4.5% | -12.2% | +7.7% | +2.6% |
| YTD | -12.7% | -20.1% | +7.4% | +0.7% |
| 1Y | -59.6% | -20.6% | -39.0% | -53.0% |
| 3Y | +272.5% | +17.3% | +255.1% | +232.4% |
| 5Y | +107.1% | -14.5% | +121.6% | +120.0% |
| 10Y | +677.4% | +150.2% | +527.2% | +429.2% |
| All | +677.4% | +140.7% | +536.7% | +429.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling