+85.5%
MSTR vs UMAC
+494.0%
-408.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.1% |
| 7D | +12.2% | -0.9% | +13.1% | +12.3% |
| 30D | +45.2% | -7.7% | +52.8% | +45.0% |
| 3M | +10.4% | -26.4% | +36.8% | +11.8% |
| 6M | -2.5% | +61.9% | -64.3% | -12.7% |
| YTD | -6.0% | +86.5% | -92.5% | -17.7% |
| 1Y | -56.4% | +156.3% | -212.7% | -63.4% |
| All | +85.5% | +494.0% | -408.5% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling