+47.9%
XOM vs MSTR
-51.1%
+99.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.5% | +8.3% | +1.6% |
| 7D | +2.7% | -11.5% | +14.2% | +2.2% |
| 30D | -2.5% | -24.8% | +22.3% | -3.5% |
| 3M | +7.0% | +20.6% | -13.7% | +7.5% |
| 6M | +14.2% | -38.0% | +52.2% | +13.9% |
| YTD | +43.9% | -24.7% | +68.6% | +44.7% |
| 1Y | +47.9% | -49.1% | +97.0% | +51.9% |
| All | +47.9% | -51.1% | +99.0% | +51.9% |
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