+481.0%
MSTR vs OXY
+19.5%
+461.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | -13.4% | +4.2% | -17.6% | -14.3% |
| 30D | -22.1% | -4.3% | -17.7% | -21.5% |
| 3M | +15.0% | +2.3% | +12.7% | +13.6% |
| 6M | -37.3% | +5.5% | -42.8% | -39.0% |
| YTD | -26.5% | +44.9% | -71.4% | -35.0% |
| 1Y | -46.5% | +42.6% | -89.1% | -52.5% |
| 3Y | +121.1% | +0.7% | +120.3% | +112.3% |
| 5Y | +37.5% | +96.9% | -59.4% | +15.2% |
| All | +481.0% | +19.5% | +461.5% | +375.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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