+62.1%
MSTR vs UAL
+110.9%
-48.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.6% | -4.7% | -6.3% |
| 7D | -8.7% | +5.0% | -13.7% | -11.5% |
| 30D | -21.4% | -1.2% | -20.2% | -20.7% |
| 3M | +31.4% | -16.8% | +48.2% | +47.3% |
| 6M | -30.8% | +18.0% | -48.8% | -40.5% |
| YTD | -14.9% | -1.2% | -13.7% | -19.4% |
| 1Y | -49.3% | +14.3% | -63.6% | -56.7% |
| 3Y | +184.8% | +194.6% | -9.7% | +8.6% |
| 5Y | +62.1% | +109.6% | -47.5% | -29.7% |
| All | +62.1% | +110.9% | -48.8% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling