+76.6%
XOM vs MSTR
+152.0%
-75.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.7% |
| 7D | -8.3% | -4.0% | -4.4% | -8.3% |
| 30D | -2.5% | -18.6% | +16.1% | -2.4% |
| 3M | +8.3% | +25.6% | -17.2% | +7.9% |
| 6M | +15.5% | -33.1% | +48.5% | +16.0% |
| YTD | +39.6% | -17.3% | +57.0% | +39.3% |
| 1Y | +44.6% | -48.1% | +92.7% | +45.7% |
| 3Y | +76.6% | +154.2% | -77.6% | +72.9% |
| All | +76.6% | +152.0% | -75.5% | +72.9% |
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