+72.4%
MSTR vs UMAC
+508.0%
-435.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.4% | +3.6% | -2.1% |
| 7D | +7.7% | +3.3% | +4.5% | +7.3% |
| 30D | +36.3% | -10.4% | +46.7% | +36.6% |
| 3M | +13.4% | +1.8% | +11.6% | +10.8% |
| 6M | -4.5% | +40.7% | -45.2% | -13.1% |
| YTD | -12.7% | +90.9% | -103.6% | -23.8% |
| 1Y | -59.6% | +151.8% | -211.4% | -66.1% |
| All | +72.4% | +508.0% | -435.6% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling