+54.4%
XOM vs MSTR
+312.1%
-257.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | +1.8% | +12.2% | -10.4% | +1.6% |
| 30D | +5.9% | +45.2% | -39.3% | +5.4% |
| 3M | +5.6% | +10.4% | -4.8% | +5.5% |
| 6M | +7.9% | -2.5% | +10.3% | +7.8% |
| YTD | +35.2% | -6.0% | +41.2% | +34.9% |
| 1Y | +46.0% | -56.4% | +102.4% | +47.9% |
| All | +54.4% | +312.1% | -257.7% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling