+690.7%
MSTR vs UL
+65.6%
+625.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.0% |
| 7D | +9.3% | -1.3% | +10.6% | +9.8% |
| 30D | +36.5% | +0.9% | +35.6% | +36.0% |
| 3M | +7.3% | +14.2% | -6.9% | +1.6% |
| 6M | +2.2% | -3.2% | +5.4% | +3.0% |
| YTD | -10.2% | -0.3% | -9.8% | -11.0% |
| 1Y | -58.6% | -8.8% | -49.8% | -57.7% |
| 3Y | +283.2% | +23.9% | +259.3% | +234.6% |
| 5Y | +113.8% | +21.4% | +92.4% | +83.8% |
| 10Y | +690.7% | +66.7% | +624.1% | +553.9% |
| All | +690.7% | +65.6% | +625.2% | +553.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling