+191.3%
XOM vs MSTR
+675.4%
-484.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +2.4% |
| 7D | 0.0% | +7.7% | -7.7% | -0.4% |
| 30D | +3.4% | +36.3% | -32.9% | +1.5% |
| 3M | +11.0% | +13.4% | -2.4% | +9.6% |
| 6M | +10.6% | -4.5% | +15.1% | +9.8% |
| YTD | +39.2% | -12.7% | +51.9% | +38.2% |
| 1Y | +52.7% | -59.6% | +112.3% | +58.3% |
| 3Y | +56.8% | +272.5% | -215.7% | +29.4% |
| 5Y | +261.8% | +107.1% | +154.6% | +194.5% |
| 10Y | +191.3% | +677.4% | -486.1% | +34.8% |
| All | +191.3% | +675.4% | -484.1% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling