-42.3%
MSTR vs UL
+1.7%
-44.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.3% | +1.8% | +5.2% |
| 7D | -1.8% | +4.7% | -6.5% | -1.6% |
| 30D | -13.3% | +11.6% | -24.9% | -13.6% |
| 3M | +46.0% | +5.3% | +40.7% | +46.0% |
| 6M | -22.4% | +16.0% | -38.5% | -21.5% |
| YTD | -6.2% | +5.0% | -11.2% | -7.7% |
| 1Y | -42.3% | +1.1% | -43.4% | -43.8% |
| All | -42.3% | +1.7% | -44.0% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling