+554.5%
MSTR vs UL
+102.0%
+452.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | -4.0% | +0.3% | -4.2% | -4.1% |
| 30D | -18.6% | +7.0% | -25.6% | -21.0% |
| 3M | +25.6% | +5.8% | +19.8% | +22.4% |
| 6M | -33.1% | +16.1% | -49.2% | -37.4% |
| YTD | -17.3% | +4.5% | -21.8% | -19.9% |
| 1Y | -48.1% | -1.3% | -46.8% | -48.7% |
| 3Y | +154.2% | +35.0% | +119.2% | +112.9% |
| 5Y | +46.2% | +31.9% | +14.3% | +21.8% |
| 10Y | +554.5% | +99.3% | +455.3% | +405.9% |
| All | +554.5% | +102.0% | +452.5% | +405.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling