+57.3%
MSTR vs UMAC
+214.8%
-157.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.6% | +3.0% | -2.9% |
| 7D | -10.7% | -13.9% | +3.1% | -9.6% |
| 30D | -21.6% | -39.6% | +18.0% | -17.3% |
| 3M | +24.4% | -53.6% | +78.0% | +33.3% |
| 6M | -35.5% | -6.2% | -29.3% | -38.2% |
| YTD | -20.3% | -1.2% | -19.1% | -25.6% |
| 1Y | -49.3% | +9.7% | -59.0% | -53.5% |
| All | +57.3% | +214.8% | -157.5% | +2.8% |
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