+120.4%
MSTR vs UL
+23.5%
+96.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +12.2% | -1.3% | +13.5% | +12.9% |
| 30D | +45.2% | +0.5% | +44.7% | +44.7% |
| 3M | +10.4% | +17.6% | -7.2% | +0.3% |
| 6M | -2.5% | -5.4% | +2.9% | +0.2% |
| YTD | -6.0% | +0.7% | -6.7% | -7.8% |
| 1Y | -56.4% | -9.3% | -47.2% | -54.6% |
| 3Y | +306.3% | +24.5% | +281.7% | +211.9% |
| All | +120.4% | +23.5% | +96.9% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling