+1,252.0%
MSTR vs UL
+472.6%
+779.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +12.2% | -1.3% | +13.5% | +12.7% |
| 30D | +45.2% | +0.5% | +44.7% | +44.9% |
| 3M | +10.4% | +17.6% | -7.2% | +3.8% |
| 6M | -2.5% | -5.4% | +2.9% | -1.1% |
| YTD | -6.0% | +0.7% | -6.7% | -7.1% |
| 1Y | -56.4% | -9.3% | -47.2% | -55.5% |
| 3Y | +306.3% | +24.5% | +281.7% | +265.3% |
| 5Y | +100.5% | +23.2% | +77.3% | +81.7% |
| 10Y | +741.1% | +64.5% | +676.6% | +572.3% |
| All | +1,252.0% | +472.6% | +779.4% | +847.6% |
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