+495.5%
MSTR vs USO
+87.7%
+407.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.3% | -9.7% | -6.8% |
| 7D | -11.5% | -1.4% | -10.1% | -11.4% |
| 30D | -24.8% | -4.6% | -20.2% | -24.6% |
| 3M | +20.6% | +14.7% | +5.9% | +18.1% |
| 6M | -38.0% | +1.2% | -39.2% | -38.7% |
| YTD | -24.7% | +111.2% | -135.9% | -35.6% |
| 1Y | -49.1% | +109.3% | -158.4% | -56.3% |
| 3Y | +124.7% | +103.5% | +21.2% | +91.4% |
| 5Y | +40.9% | +160.9% | -120.0% | +12.2% |
| All | +495.5% | +87.7% | +407.9% | +389.2% |
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