-59.6%
MSTR vs UMAC
+141.5%
-201.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.4% | +3.6% | -1.8% |
| 7D | +7.7% | +3.3% | +4.5% | +7.1% |
| 30D | +36.3% | -10.4% | +46.7% | +36.3% |
| 3M | +13.4% | +1.8% | +11.6% | +8.9% |
| 6M | -4.5% | +40.7% | -45.2% | -19.9% |
| YTD | -12.7% | +90.9% | -103.6% | -35.3% |
| 1Y | -59.6% | +151.8% | -211.4% | -70.7% |
| All | -59.6% | +141.5% | -201.1% | -70.7% |
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