+687.0%
MSTR vs U
-31.4%
+718.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -4.0% | +32.3% | -36.3% | -16.4% |
| 30D | -18.6% | +9.7% | -28.3% | -22.8% |
| 3M | +25.6% | +19.6% | +6.0% | +13.9% |
| 6M | -33.1% | +82.6% | -115.7% | -50.5% |
| YTD | -17.3% | +16.4% | -33.8% | -30.0% |
| 1Y | -48.1% | +28.5% | -76.6% | -58.3% |
| 3Y | +154.2% | +103.8% | +50.4% | +41.2% |
| 5Y | +46.2% | -70.0% | +116.2% | +58.9% |
| All | +687.0% | -31.4% | +718.4% | +579.5% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling