+536.9%
MSTR vs XOP
+50.0%
+486.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.6% | +0.1% |
| 7D | -14.2% | +0.5% | -14.6% | -14.3% |
| 30D | -19.9% | -7.3% | -12.6% | -18.0% |
| 3M | +27.3% | +1.4% | +25.9% | +25.3% |
| 6M | -37.6% | +7.8% | -45.3% | -40.6% |
| YTD | -19.5% | +44.5% | -64.0% | -32.6% |
| 1Y | -47.1% | +37.0% | -84.2% | -54.8% |
| 3Y | +140.3% | +40.8% | +99.5% | +104.0% |
| 5Y | +49.5% | +88.7% | -39.1% | +17.9% |
| All | +536.9% | +50.0% | +486.9% | +376.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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