+67.0%
MSTR vs UMAC
+488.3%
-421.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.8% |
| 7D | -11.2% | -4.0% | -7.2% | -10.9% |
| 30D | +33.8% | -9.4% | +43.2% | +33.9% |
| 3M | +11.5% | +3.0% | +8.5% | +8.8% |
| 6M | -7.2% | +27.2% | -34.3% | -14.5% |
| YTD | -15.4% | +84.7% | -100.1% | -25.9% |
| 1Y | -60.6% | +136.5% | -197.1% | -66.7% |
| All | +67.0% | +488.3% | -421.3% | +2.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling