+481.0%
MSTR vs XYL
+100.4%
+380.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -13.4% | -3.7% | -9.7% | -11.1% |
| 30D | -22.1% | -8.3% | -13.7% | -18.9% |
| 3M | +15.0% | -21.4% | +36.4% | +33.6% |
| 6M | -37.3% | -12.9% | -24.4% | -33.7% |
| YTD | -26.5% | -30.1% | +3.5% | -8.8% |
| 1Y | -46.5% | -35.2% | -11.3% | -29.6% |
| 3Y | +121.1% | -0.8% | +121.9% | +117.4% |
| 5Y | +37.5% | -23.2% | +60.7% | +55.3% |
| All | +481.0% | +100.4% | +380.6% | +333.7% |
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