+1,058.5%
XOM vs MSTR
+1,469.9%
-411.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.6% |
| 7D | -8.3% | -4.0% | -4.4% | -8.2% |
| 30D | -2.5% | -18.6% | +16.1% | -1.7% |
| 3M | +8.3% | +25.6% | -17.2% | +6.5% |
| 6M | +15.5% | -33.1% | +48.5% | +16.6% |
| YTD | +39.6% | -17.3% | +57.0% | +38.6% |
| 1Y | +44.6% | -48.1% | +92.7% | +46.8% |
| 3Y | +76.6% | +154.2% | -77.6% | +57.0% |
| 5Y | +195.8% | +46.2% | +149.6% | +158.9% |
| 10Y | +191.6% | +554.5% | -362.9% | +125.0% |
| All | +1,058.5% | +1,469.9% | -411.4% | +714.8% |
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