+304.5%
MSTR vs USO
+81.7%
+222.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +12.2% | +9.5% | +2.7% | +12.5% |
| 30D | +45.2% | +23.6% | +21.6% | +46.3% |
| 3M | +10.4% | +3.8% | +6.6% | +10.8% |
| 6M | -2.5% | +55.0% | -57.5% | -8.5% |
| YTD | -6.0% | +105.3% | -111.3% | -17.2% |
| 1Y | -56.4% | +91.4% | -147.8% | -61.1% |
| All | +304.5% | +81.7% | +222.8% | +240.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling