+554.5%
MSTR vs XOP
+47.9%
+506.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -4.0% | -10.0% | +6.1% | -0.2% |
| 30D | -18.6% | -9.1% | -9.6% | -16.1% |
| 3M | +25.6% | +5.1% | +20.5% | +21.6% |
| 6M | -33.1% | +6.4% | -39.4% | -36.0% |
| YTD | -17.3% | +39.7% | -57.1% | -29.9% |
| 1Y | -48.1% | +37.2% | -85.3% | -55.7% |
| 3Y | +154.2% | +37.6% | +116.6% | +117.9% |
| 5Y | +46.2% | +76.5% | -30.3% | +17.9% |
| 10Y | +554.5% | +42.6% | +511.9% | +395.7% |
| All | +554.5% | +47.9% | +506.6% | +395.7% |
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