+554.5%
MSTR vs UAL
+106.7%
+447.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.8% | -9.4% | -5.4% |
| 7D | -4.0% | +10.2% | -14.2% | -7.9% |
| 30D | -18.6% | +12.0% | -30.7% | -22.5% |
| 3M | +25.6% | -7.1% | +32.7% | +29.1% |
| 6M | -33.1% | +20.9% | -53.9% | -39.4% |
| YTD | -17.3% | +7.7% | -25.0% | -22.4% |
| 1Y | -48.1% | +23.6% | -71.6% | -54.0% |
| 3Y | +154.2% | +222.6% | -68.4% | +50.8% |
| 5Y | +46.2% | +127.9% | -81.7% | -1.5% |
| 10Y | +554.5% | +100.2% | +454.3% | +336.4% |
| All | +554.5% | +106.7% | +447.8% | +336.4% |
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