+699.8%
MSTR vs USO
+69.3%
+630.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -4.7% |
| 7D | +9.3% | +3.6% | +5.8% | +8.9% |
| 30D | +36.5% | +23.8% | +12.7% | +33.0% |
| 3M | +7.3% | +8.1% | -0.7% | +5.8% |
| 6M | +2.2% | +34.3% | -32.0% | -4.2% |
| YTD | -10.2% | +111.1% | -121.3% | -22.6% |
| 1Y | -58.6% | +99.9% | -158.5% | -64.0% |
| 3Y | +283.2% | +86.5% | +196.7% | +232.5% |
| 5Y | +113.8% | +200.5% | -86.8% | +67.8% |
| All | +699.8% | +69.3% | +630.4% | +547.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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