+1,053.0%
MSTR vs USO
-74.1%
+1,127.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.5% |
| 7D | -10.7% | -10.6% | -0.2% | -9.2% |
| 30D | -21.6% | -4.6% | -17.0% | -21.2% |
| 3M | +24.4% | +12.3% | +12.1% | +20.9% |
| 6M | -35.5% | +5.9% | -41.3% | -37.3% |
| YTD | -20.3% | +104.5% | -124.8% | -34.1% |
| 1Y | -49.3% | +97.3% | -146.7% | -57.8% |
| 3Y | +137.8% | +97.0% | +40.7% | +95.4% |
| 5Y | +48.3% | +151.2% | -102.8% | +12.3% |
| 10Y | +526.8% | +76.1% | +450.7% | +371.6% |
| All | +1,053.0% | -74.1% | +1,127.1% | +1,071.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling