-49.1%
MSTR vs UMAC
+6.6%
-55.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.5% | 0.0% | -5.4% |
| 7D | -11.5% | +10.1% | -21.7% | -13.1% |
| 30D | -24.8% | -39.1% | +14.3% | -18.9% |
| 3M | +20.6% | -56.2% | +76.9% | +33.9% |
| 6M | -38.0% | -16.2% | -21.7% | -43.2% |
| YTD | -24.7% | -7.1% | -17.6% | -41.4% |
| 1Y | -49.1% | +10.3% | -59.3% | -63.5% |
| All | -49.1% | +6.6% | -55.6% | -63.5% |
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 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