+526.8%
MSTR vs UMC
+1,204.4%
-677.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -4.1% |
| 7D | -10.7% | -8.3% | -2.4% | -7.7% |
| 30D | -21.6% | -34.5% | +12.9% | -5.1% |
| 3M | +24.4% | -20.0% | +44.3% | +35.0% |
| 6M | -35.5% | -0.7% | -34.7% | -41.3% |
| YTD | -20.3% | +94.7% | -115.0% | -51.8% |
| 1Y | -49.3% | +106.0% | -155.3% | -70.3% |
| 3Y | +137.8% | +124.3% | +13.5% | +31.6% |
| 5Y | +48.3% | +78.0% | -29.7% | -8.3% |
| 10Y | +526.8% | +1,225.9% | -699.1% | +178.8% |
| All | +526.8% | +1,204.4% | -677.6% | +178.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling