+481.0%
MSTR vs UL
+109.3%
+371.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.8% |
| 7D | -13.4% | +1.1% | -14.5% | -13.8% |
| 30D | -22.1% | +4.5% | -26.6% | -23.6% |
| 3M | +15.0% | +6.5% | +8.5% | +11.8% |
| 6M | -37.3% | +18.2% | -55.5% | -41.7% |
| YTD | -26.5% | +4.7% | -31.2% | -28.9% |
| 1Y | -46.5% | +0.8% | -47.2% | -47.5% |
| 3Y | +121.1% | +35.9% | +85.2% | +84.5% |
| 5Y | +37.5% | +33.4% | +4.1% | +14.2% |
| All | +481.0% | +109.3% | +371.7% | +346.3% |
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