-31.0%
MSTR vs UL
+12.3%
-43.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -1.0% |
| 7D | -1.2% | +1.1% | -2.3% | -1.0% |
| 30D | -15.9% | +8.2% | -24.2% | -14.9% |
| 3M | +33.1% | +4.5% | +28.6% | +34.1% |
| 6M | -31.0% | +12.6% | -43.5% | -24.7% |
| All | -31.0% | +12.3% | -43.3% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling