+645.5%
MSTR vs UMC
+1,818.5%
-1,173.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -1.9% |
| 7D | -11.2% | +11.4% | -22.6% | -15.9% |
| 30D | +33.8% | +16.8% | +17.0% | +23.4% |
| 3M | +11.5% | +19.1% | -7.6% | -3.2% |
| 6M | -7.2% | +137.4% | -144.6% | -45.1% |
| YTD | -15.4% | +186.4% | -201.8% | -56.7% |
| 1Y | -60.6% | +229.1% | -289.7% | -81.3% |
| 3Y | +260.8% | +257.9% | +3.0% | +61.7% |
| 5Y | +108.8% | +137.5% | -28.7% | +12.6% |
| All | +645.5% | +1,818.5% | -1,173.0% | +166.6% |
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 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