+526.8%
MSTR vs UL
+106.3%
+420.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -10.7% | +2.6% | -13.3% | -11.6% |
| 30D | -21.6% | +6.8% | -28.3% | -23.8% |
| 3M | +24.4% | +5.7% | +18.6% | +21.3% |
| 6M | -35.5% | +15.9% | -51.3% | -39.6% |
| YTD | -20.3% | +4.3% | -24.6% | -22.7% |
| 1Y | -49.3% | -0.4% | -48.9% | -50.1% |
| 3Y | +137.8% | +35.0% | +102.8% | +99.0% |
| 5Y | +48.3% | +31.6% | +16.7% | +23.6% |
| 10Y | +526.8% | +104.6% | +422.1% | +380.4% |
| All | +526.8% | +106.3% | +420.5% | +380.4% |
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