-42.3%
MSTR vs UMAC
+2.9%
-45.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -10.9% | +16.0% | +6.8% |
| 7D | -1.8% | -26.0% | +24.2% | +2.9% |
| 30D | -13.3% | -40.3% | +27.0% | -6.0% |
| 3M | +46.0% | -51.1% | +97.1% | +59.5% |
| 6M | -22.4% | -5.6% | -16.8% | -30.5% |
| YTD | -6.2% | +2.3% | -8.5% | -27.7% |
| 1Y | -42.3% | +7.9% | -50.2% | -56.7% |
| All | -42.3% | +2.9% | -45.2% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling