+308.9%
MSTR vs UAL
+127.4%
+181.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.7% |
| 7D | +12.2% | +0.7% | +11.5% | +11.7% |
| 30D | +45.2% | -16.1% | +61.3% | +58.3% |
| 3M | +10.4% | +6.1% | +4.2% | +4.2% |
| 6M | -2.5% | +10.8% | -13.3% | -11.5% |
| YTD | -6.0% | -0.4% | -5.6% | -10.2% |
| 1Y | -56.4% | +5.0% | -61.4% | -59.8% |
| All | +308.9% | +127.4% | +181.5% | +158.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling