+46.0%
XOM vs MSTR
-56.7%
+102.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | +1.8% | +12.2% | -10.4% | +2.1% |
| 30D | +5.9% | +45.2% | -39.3% | +7.0% |
| 3M | +5.6% | +10.4% | -4.8% | +6.4% |
| 6M | +7.9% | -2.5% | +10.3% | +8.5% |
| YTD | +35.2% | -6.0% | +41.2% | +36.1% |
| 1Y | +46.0% | -56.4% | +102.4% | +46.0% |
| All | +46.0% | -56.7% | +102.7% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 1y: compounded portfolio wealth divided by compounded MSTR 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…
1y analysis · Full analysis span regression · 6 months rolling