+120.4%
MSTR vs XYZ
-69.4%
+189.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | +12.2% | -1.0% | +13.1% | +12.8% |
| 30D | +45.2% | -1.7% | +46.9% | +46.6% |
| 3M | +10.4% | +16.7% | -6.4% | -1.6% |
| 6M | -2.5% | +26.9% | -29.3% | -18.3% |
| YTD | -6.0% | +27.1% | -33.2% | -22.7% |
| 1Y | -56.4% | +9.3% | -65.7% | -60.6% |
| 3Y | +306.3% | +42.3% | +264.0% | +176.4% |
| All | +120.4% | -69.4% | +189.7% | +276.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling