+181.3%
MSTR vs UAL
+191.7%
-10.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.6% | -4.7% | -6.8% |
| 7D | -8.7% | +5.0% | -13.7% | -11.0% |
| 30D | -21.4% | -1.2% | -20.2% | -20.8% |
| 3M | +31.4% | -16.8% | +48.2% | +44.5% |
| 6M | -30.8% | +18.0% | -48.8% | -38.9% |
| YTD | -14.9% | -1.2% | -13.7% | -18.2% |
| 1Y | -49.3% | +14.3% | -63.6% | -55.4% |
| All | +181.3% | +191.7% | -10.4% | +65.4% |
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 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