+794.8%
MSTR vs U
-44.5%
+839.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +12.2% | -3.8% | +16.0% | +14.3% |
| 30D | +45.2% | +17.5% | +27.7% | +33.7% |
| 3M | +10.4% | +38.7% | -28.3% | -5.9% |
| 6M | -2.5% | +104.4% | -106.9% | -31.5% |
| YTD | -6.0% | -5.7% | -0.3% | -11.2% |
| 1Y | -56.4% | +3.7% | -60.1% | -61.5% |
| 3Y | +306.3% | +12.3% | +294.0% | +202.0% |
| 5Y | +100.5% | -68.8% | +169.3% | +126.3% |
| All | +794.8% | -44.5% | +839.2% | +761.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling