+1,285.6%
MSTR vs XOP
+67.4%
+1,218.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.2% | -14.7% | +13.5% | +4.8% |
| 30D | -15.9% | -7.7% | -8.2% | -13.8% |
| 3M | +33.1% | +4.4% | +28.7% | +29.3% |
| 6M | -31.0% | +3.5% | -34.5% | -33.3% |
| YTD | -15.1% | +39.4% | -54.6% | -27.8% |
| 1Y | -45.6% | +39.8% | -85.4% | -53.9% |
| 3Y | +180.5% | +29.7% | +150.9% | +146.7% |
| 5Y | +61.7% | +78.6% | -16.9% | +28.1% |
| 10Y | +578.0% | +51.8% | +526.2% | +392.3% |
| All | +1,285.6% | +67.4% | +1,218.2% | +683.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling