+1,120.6%
MSTR vs UL
+488.6%
+632.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.6% |
| 7D | -1.2% | +1.1% | -2.3% | -1.7% |
| 30D | -15.9% | +8.2% | -24.2% | -18.5% |
| 3M | +33.1% | +4.5% | +28.6% | +30.6% |
| 6M | -31.0% | +12.6% | -43.5% | -34.4% |
| YTD | -15.1% | +3.5% | -18.7% | -17.3% |
| 1Y | -45.6% | -0.4% | -45.2% | -46.4% |
| 3Y | +180.5% | +36.0% | +144.5% | +143.4% |
| 5Y | +61.7% | +30.9% | +30.7% | +43.1% |
| 10Y | +578.0% | +97.5% | +480.5% | +408.5% |
| All | +1,120.6% | +488.6% | +632.0% | +744.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling