+205.4%
XOM vs MSTR
+461.5%
-256.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.6% |
| 7D | +2.8% | -13.4% | +16.3% | +3.6% |
| 30D | -3.6% | -22.1% | +18.4% | -2.6% |
| 3M | +8.2% | +15.0% | -6.7% | +6.7% |
| 6M | +14.0% | -37.3% | +51.3% | +15.7% |
| YTD | +44.6% | -26.5% | +71.1% | +44.2% |
| 1Y | +47.8% | -46.5% | +94.2% | +50.0% |
| 3Y | +79.6% | +121.1% | -41.5% | +53.4% |
| 5Y | +214.3% | +37.5% | +176.8% | +164.5% |
| All | +205.4% | +461.5% | -256.1% | +38.8% |
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