+49.9%
MSTR vs UAL
+109.3%
-59.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.6% |
| 7D | -1.2% | +8.2% | -9.4% | -6.2% |
| 30D | -15.9% | +2.3% | -18.3% | -17.2% |
| 3M | +33.1% | -12.7% | +45.8% | +44.6% |
| 6M | -31.0% | +12.7% | -43.7% | -38.6% |
| YTD | -15.1% | +0.8% | -16.0% | -20.7% |
| 1Y | -45.6% | +17.8% | -63.4% | -54.6% |
| 3Y | +180.5% | +206.7% | -26.2% | +4.0% |
| All | +49.9% | +109.3% | -59.4% | -36.6% |
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