+49.9%
MSTR vs USO
+162.3%
-112.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.2% | -12.1% | +10.9% | -0.9% |
| 30D | -15.9% | +3.1% | -19.1% | -16.1% |
| 3M | +33.1% | +24.9% | +8.3% | +31.4% |
| 6M | -31.0% | +10.8% | -41.8% | -31.7% |
| YTD | -15.1% | +114.6% | -129.7% | -26.4% |
| 1Y | -45.6% | +109.4% | -155.0% | -52.6% |
| 3Y | +180.5% | +98.1% | +82.4% | +143.3% |
| All | +49.9% | +162.3% | -112.4% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling