-42.3%
MSTR vs UMC
+112.5%
-154.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.1% | +7.2% | +5.5% |
| 7D | -1.8% | -14.7% | +12.9% | +1.3% |
| 30D | -13.3% | -32.9% | +19.5% | -6.6% |
| 3M | +46.0% | -22.2% | +68.1% | +52.6% |
| 6M | -22.4% | +25.9% | -48.4% | -29.9% |
| YTD | -6.2% | +107.9% | -114.1% | -26.6% |
| 1Y | -42.3% | +115.0% | -157.3% | -56.6% |
| All | -42.3% | +112.5% | -154.8% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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