+659.5%
MSTR vs OKE
+266.1%
+393.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.5% |
| 7D | -8.3% | +1.2% | -9.5% | -8.8% |
| 30D | +38.1% | +4.5% | +33.6% | +35.3% |
| 3M | +9.0% | +9.6% | -0.6% | +3.8% |
| 6M | -5.3% | +15.4% | -20.7% | -12.6% |
| YTD | -13.8% | +36.5% | -50.3% | -25.8% |
| 1Y | -59.8% | +39.0% | -98.8% | -65.8% |
| 3Y | +282.2% | +74.3% | +207.9% | +199.0% |
| 5Y | +112.8% | +141.2% | -28.4% | +53.1% |
| All | +659.5% | +266.1% | +393.4% | +343.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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