+481.0%
MSTR vs XYZ
+597.9%
-116.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.3% | -4.0% |
| 7D | -13.4% | -1.1% | -12.4% | -13.0% |
| 30D | -22.1% | +11.5% | -33.6% | -26.8% |
| 3M | +15.0% | +1.8% | +13.2% | +13.7% |
| 6M | -37.3% | +21.2% | -58.5% | -43.6% |
| YTD | -26.5% | +29.9% | -56.5% | -36.9% |
| 1Y | -46.5% | +35.8% | -82.2% | -55.6% |
| 3Y | +121.1% | +62.6% | +58.5% | +64.7% |
| 5Y | +37.5% | -62.8% | +100.3% | +87.5% |
| All | +481.0% | +597.9% | -116.8% | +390.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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