+690.7%
MSTR vs XOP
+52.0%
+638.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -5.0% |
| 7D | +9.3% | +0.6% | +8.7% | +9.0% |
| 30D | +36.5% | +16.5% | +20.0% | +28.3% |
| 3M | +7.3% | +15.7% | -8.4% | +0.6% |
| 6M | +2.2% | +19.2% | -17.0% | -6.6% |
| YTD | -10.2% | +55.0% | -65.1% | -25.9% |
| 1Y | -58.6% | +54.2% | -112.8% | -65.9% |
| 3Y | +283.2% | +35.9% | +247.3% | +231.6% |
| 5Y | +113.8% | +162.4% | -48.6% | +55.9% |
| 10Y | +690.7% | +50.2% | +640.6% | +478.4% |
| All | +690.7% | +52.0% | +638.7% | +478.4% |
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