+254.2%
XOM vs MSTR
+110.6%
+143.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +0.9% |
| 7D | -2.4% | +9.3% | -11.7% | -2.7% |
| 30D | +5.7% | +36.5% | -30.8% | +4.5% |
| 3M | +6.6% | +7.3% | -0.8% | +6.1% |
| 6M | +7.7% | +2.2% | +5.4% | +7.0% |
| YTD | +36.2% | -10.2% | +46.3% | +35.5% |
| 1Y | +50.5% | -58.6% | +109.1% | +53.9% |
| 3Y | +53.4% | +283.2% | -229.8% | +36.2% |
| 5Y | +254.2% | +113.8% | +140.4% | +208.4% |
| All | +254.2% | +110.6% | +143.5% | +208.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling