+554.5%
MSTR vs USO
+75.9%
+478.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -2.2% |
| 7D | -4.0% | -9.1% | +5.1% | -3.1% |
| 30D | -18.6% | -3.7% | -14.9% | -18.5% |
| 3M | +25.6% | +20.9% | +4.7% | +22.1% |
| 6M | -33.1% | +6.8% | -39.8% | -34.4% |
| YTD | -17.3% | +106.3% | -123.6% | -29.0% |
| 1Y | -48.1% | +100.2% | -148.3% | -55.2% |
| 3Y | +154.2% | +103.1% | +51.1% | +116.5% |
| 5Y | +46.2% | +146.1% | -99.9% | +17.6% |
| 10Y | +554.5% | +73.5% | +481.1% | +438.2% |
| All | +554.5% | +75.9% | +478.7% | +438.2% |
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