+121.1%
MSTR vs AUR
+130.1%
-9.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.5% |
| 7D | -13.4% | -4.5% | -8.9% | -12.3% |
| 30D | -22.1% | -16.6% | -5.4% | -18.1% |
| 3M | +15.0% | -38.5% | +53.4% | +30.9% |
| 6M | -37.3% | -49.9% | +12.6% | -24.7% |
| YTD | -26.5% | +9.6% | -36.2% | -30.2% |
| 1Y | -46.5% | +1.2% | -47.7% | -48.1% |
| 3Y | +121.1% | +128.8% | -7.7% | +117.2% |
| All | +121.1% | +130.1% | -9.0% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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