+521.9%
MSTR vs UAL
+97.8%
+424.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.8% |
| 7D | -14.2% | +2.3% | -16.4% | -15.1% |
| 30D | -19.9% | +13.3% | -33.2% | -24.0% |
| 3M | +27.3% | -6.3% | +33.6% | +30.4% |
| 6M | -37.6% | +22.5% | -60.1% | -43.8% |
| YTD | -19.5% | +5.9% | -25.3% | -23.9% |
| 1Y | -47.1% | +24.7% | -71.8% | -53.4% |
| 3Y | +140.3% | +211.6% | -71.3% | +44.5% |
| 5Y | +49.5% | +130.6% | -81.1% | +0.7% |
| 10Y | +521.9% | +96.5% | +425.4% | +316.1% |
| All | +521.9% | +97.8% | +424.1% | +316.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling