+710.2%
MSTR vs U
-34.9%
+745.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +14.9% | -24.2% | -15.9% |
| 7D | -8.7% | +24.3% | -33.0% | -18.2% |
| 30D | -21.4% | +8.6% | -30.0% | -25.1% |
| 3M | +31.4% | +37.6% | -6.1% | +11.2% |
| 6M | -30.8% | +78.5% | -109.3% | -48.3% |
| YTD | -14.9% | +10.5% | -25.4% | -26.2% |
| 1Y | -49.3% | +15.2% | -64.5% | -57.1% |
| 3Y | +184.8% | +76.6% | +108.3% | +69.1% |
| 5Y | +62.1% | -67.9% | +130.0% | +74.9% |
| All | +710.2% | -34.9% | +745.1% | +616.7% |
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