+1,260.0%
MSTR vs USO
-74.0%
+1,334.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +12.2% | +9.5% | +2.7% | +10.3% |
| 30D | +45.2% | +23.6% | +21.6% | +39.6% |
| 3M | +10.4% | +3.8% | +6.6% | +8.8% |
| 6M | -2.5% | +55.0% | -57.5% | -13.8% |
| YTD | -6.0% | +105.3% | -111.3% | -21.8% |
| 1Y | -56.4% | +91.4% | -147.8% | -63.3% |
| 3Y | +306.3% | +84.6% | +221.7% | +239.6% |
| 5Y | +100.5% | +191.7% | -91.3% | +48.1% |
| 10Y | +741.1% | +73.3% | +667.8% | +538.0% |
| All | +1,260.0% | -74.0% | +1,334.0% | +1,290.1% |
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