+46.2%
MSTR vs UAL
+127.5%
-81.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.8% | -9.4% | -6.9% |
| 7D | -4.0% | +10.2% | -14.2% | -10.1% |
| 30D | -18.6% | +12.0% | -30.7% | -24.6% |
| 3M | +25.6% | -7.1% | +32.7% | +30.6% |
| 6M | -33.1% | +20.9% | -53.9% | -43.3% |
| YTD | -17.3% | +7.7% | -25.0% | -26.2% |
| 1Y | -48.1% | +23.6% | -71.6% | -58.0% |
| 3Y | +154.2% | +222.6% | -68.4% | -8.7% |
| 5Y | +46.2% | +127.9% | -81.7% | -40.6% |
| All | +46.2% | +127.5% | -81.3% | -40.6% |
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 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