+736.9%
MSTR vs UAL
+118.5%
+618.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.4% |
| 7D | +12.2% | +0.7% | +11.5% | +11.8% |
| 30D | +45.2% | -16.1% | +61.3% | +55.6% |
| 3M | +10.4% | +6.1% | +4.2% | +5.9% |
| 6M | -2.5% | +10.8% | -13.3% | -9.1% |
| YTD | -6.0% | -0.4% | -5.6% | -8.9% |
| 1Y | -56.4% | +5.0% | -61.4% | -58.8% |
| 3Y | +306.3% | +124.0% | +182.3% | +176.6% |
| 5Y | +100.5% | +141.0% | -40.5% | +34.9% |
| All | +736.9% | +118.5% | +618.4% | +436.1% |
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