+725.4%
MSTR vs XYZ
+638.9%
+86.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | +12.2% | -1.0% | +13.1% | +12.6% |
| 30D | +45.2% | -1.7% | +46.9% | +46.3% |
| 3M | +10.4% | +16.7% | -6.4% | +2.1% |
| 6M | -2.5% | +26.9% | -29.3% | -13.4% |
| YTD | -6.0% | +27.1% | -33.2% | -17.2% |
| 1Y | -56.4% | +9.3% | -65.7% | -59.0% |
| 3Y | +306.3% | +42.3% | +264.0% | +229.2% |
| 5Y | +100.5% | -69.3% | +169.8% | +181.3% |
| 10Y | +741.1% | +586.8% | +154.3% | +668.2% |
| All | +725.4% | +638.9% | +86.5% | +675.7% |
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