-49.1%
MSTR vs UL
-0.9%
-48.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.4% | -6.9% | -6.5% |
| 7D | -11.5% | -2.5% | -9.0% | -11.7% |
| 30D | -24.8% | +5.7% | -30.5% | -24.8% |
| 3M | +20.6% | +7.0% | +13.7% | +20.7% |
| 6M | -38.0% | +16.1% | -54.0% | -37.1% |
| YTD | -24.7% | +3.6% | -28.3% | -25.8% |
| 1Y | -49.1% | -1.4% | -47.7% | -50.3% |
| All | -49.1% | -0.9% | -48.2% | -50.3% |
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 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