+1,072.4%
XOM vs MSTR
+1,429.4%
-357.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | -1.5% | -14.2% | +12.7% | -0.8% |
| 30D | -3.2% | -19.9% | +16.7% | -2.3% |
| 3M | +5.0% | +27.3% | -22.3% | +3.2% |
| 6M | +12.9% | -37.6% | +50.4% | +14.4% |
| YTD | +41.3% | -19.5% | +60.8% | +40.4% |
| 1Y | +43.2% | -47.1% | +90.3% | +45.2% |
| 3Y | +77.3% | +140.3% | -63.0% | +58.1% |
| 5Y | +204.8% | +49.5% | +155.3% | +166.4% |
| 10Y | +197.1% | +521.9% | -324.7% | +129.8% |
| All | +1,072.4% | +1,429.4% | -357.0% | +725.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling