+304.5%
MSTR vs XOP
+35.1%
+269.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | +12.2% | +2.6% | +9.6% | +10.4% |
| 30D | +45.2% | +15.4% | +29.7% | +32.7% |
| 3M | +10.4% | +12.1% | -1.7% | +2.0% |
| 6M | -2.5% | +19.7% | -22.2% | -17.4% |
| YTD | -6.0% | +52.4% | -58.4% | -34.3% |
| 1Y | -56.4% | +47.6% | -104.0% | -69.0% |
| All | +304.5% | +35.1% | +269.4% | +196.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling