+599.8%
MSTR vs XYZ
+664.1%
-64.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -1.9% |
| 7D | -10.7% | +12.6% | -23.3% | -16.3% |
| 30D | -21.6% | +10.8% | -32.4% | -25.7% |
| 3M | +24.4% | +8.4% | +16.0% | +19.3% |
| 6M | -35.5% | +14.3% | -49.8% | -39.8% |
| YTD | -20.3% | +31.5% | -51.8% | -31.1% |
| 1Y | -49.3% | +28.1% | -77.4% | -56.0% |
| 3Y | +137.8% | +66.2% | +71.6% | +80.5% |
| 5Y | +48.3% | -62.3% | +110.6% | +95.4% |
| 10Y | +526.8% | +634.6% | -107.8% | +461.0% |
| All | +599.8% | +664.1% | -64.3% | +545.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling