+899.2%
MSTR vs XYL
+408.9%
+490.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +1.2% |
| 7D | -1.2% | +5.9% | -7.1% | -4.9% |
| 30D | -15.9% | -3.9% | -12.0% | -15.3% |
| 3M | +33.1% | -18.7% | +51.8% | +49.7% |
| 6M | -31.0% | -16.9% | -14.1% | -24.7% |
| YTD | -15.1% | -27.4% | +12.2% | +1.3% |
| 1Y | -45.6% | -34.0% | -11.6% | -30.5% |
| 3Y | +180.5% | +5.6% | +174.9% | +166.5% |
| 5Y | +61.7% | -20.6% | +82.2% | +82.7% |
| 10Y | +578.0% | +133.4% | +444.6% | +321.6% |
| All | +899.2% | +408.9% | +490.3% | +315.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling