+308.9%
MSTR vs U
+13.4%
+295.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +12.2% | -3.8% | +16.0% | +13.8% |
| 30D | +45.2% | +17.5% | +27.7% | +36.2% |
| 3M | +10.4% | +38.7% | -28.3% | -2.5% |
| 6M | -2.5% | +104.4% | -106.9% | -25.7% |
| YTD | -6.0% | -5.7% | -0.3% | -9.6% |
| 1Y | -56.4% | +3.7% | -60.1% | -60.1% |
| All | +308.9% | +13.4% | +295.5% | +202.1% |
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