+121.1%
MSTR vs UAL
+189.3%
-68.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.5% |
| 7D | -13.4% | -3.0% | -10.4% | -12.2% |
| 30D | -22.1% | +10.5% | -32.5% | -26.2% |
| 3M | +15.0% | -13.5% | +28.4% | +23.5% |
| 6M | -37.3% | +14.2% | -51.5% | -43.6% |
| YTD | -26.5% | -2.2% | -24.3% | -29.2% |
| 1Y | -46.5% | +12.5% | -59.0% | -52.6% |
| 3Y | +121.1% | +186.8% | -65.7% | +28.6% |
| All | +121.1% | +189.3% | -68.3% | +28.6% |
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