+49.9%
MSTR vs UL
+31.0%
+19.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.9% |
| 7D | -1.2% | +1.1% | -2.3% | -1.9% |
| 30D | -15.9% | +8.2% | -24.2% | -19.8% |
| 3M | +33.1% | +4.5% | +28.6% | +29.3% |
| 6M | -31.0% | +12.6% | -43.5% | -36.1% |
| YTD | -15.1% | +3.5% | -18.7% | -18.4% |
| 1Y | -45.6% | -0.4% | -45.2% | -46.7% |
| 3Y | +180.5% | +36.0% | +144.5% | +97.6% |
| All | +49.9% | +31.0% | +19.0% | +0.8% |
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