+180.5%
MSTR vs UAL
+197.6%
-17.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.4% |
| 7D | -1.2% | +8.2% | -9.4% | -5.3% |
| 30D | -15.9% | +2.3% | -18.3% | -16.9% |
| 3M | +33.1% | -12.7% | +45.8% | +42.6% |
| 6M | -31.0% | +12.7% | -43.7% | -37.3% |
| YTD | -15.1% | +0.8% | -16.0% | -19.4% |
| 1Y | -45.6% | +17.8% | -63.4% | -53.0% |
| 3Y | +180.5% | +206.7% | -26.2% | +63.1% |
| All | +180.5% | +197.6% | -17.1% | +63.1% |
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 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