+181.3%
MSTR vs U
+72.0%
+109.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +14.9% | -24.2% | -14.5% |
| 7D | -8.7% | +24.3% | -33.0% | -16.2% |
| 30D | -21.4% | +8.6% | -30.0% | -24.2% |
| 3M | +31.4% | +37.6% | -6.1% | +15.4% |
| 6M | -30.8% | +78.5% | -109.3% | -44.9% |
| YTD | -14.9% | +10.5% | -25.4% | -23.4% |
| 1Y | -49.3% | +15.2% | -64.5% | -55.2% |
| All | +181.3% | +72.0% | +109.3% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling