+287.2%
MSTR vs OKE
+70.9%
+216.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.1% |
| 7D | +7.7% | -0.2% | +7.9% | +7.8% |
| 30D | +36.3% | +6.1% | +30.3% | +32.3% |
| 3M | +13.4% | +10.4% | +3.0% | +6.4% |
| 6M | -4.5% | +14.2% | -18.6% | -13.8% |
| YTD | -12.7% | +35.3% | -48.0% | -30.0% |
| 1Y | -59.6% | +40.6% | -100.2% | -68.7% |
| All | +287.2% | +70.9% | +216.3% | +178.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling