+48.3%
MSTR vs U
-68.6%
+116.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -2.6% |
| 7D | -10.7% | +24.4% | -35.1% | -20.7% |
| 30D | -21.6% | +7.4% | -28.9% | -25.1% |
| 3M | +24.4% | +16.8% | +7.6% | +13.4% |
| 6M | -35.5% | +78.8% | -114.2% | -52.8% |
| YTD | -20.3% | +14.0% | -34.3% | -32.6% |
| 1Y | -49.3% | +16.7% | -66.0% | -57.9% |
| 3Y | +137.8% | +86.4% | +51.4% | +30.3% |
| 5Y | +48.3% | -71.5% | +119.8% | +92.2% |
| All | +48.3% | -68.6% | +116.9% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling