+120.4%
MSTR vs XYL
-17.7%
+138.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | +0.6% |
| 7D | +12.2% | -5.0% | +17.2% | +18.3% |
| 30D | +45.2% | -13.2% | +58.4% | +67.2% |
| 3M | +10.4% | -3.7% | +14.1% | +11.2% |
| 6M | -2.5% | -17.7% | +15.2% | +15.4% |
| YTD | -6.0% | -21.5% | +15.5% | +16.5% |
| 1Y | -56.4% | -24.5% | -31.9% | -43.4% |
| 3Y | +306.3% | +6.9% | +299.3% | +253.9% |
| All | +120.4% | -17.7% | +138.1% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling