-49.3%
MSTR vs UMC
+106.0%
-155.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -3.8% |
| 7D | -10.7% | -8.3% | -2.4% | -9.3% |
| 30D | -21.6% | -34.5% | +12.9% | -15.3% |
| 3M | +24.4% | -20.0% | +44.3% | +29.3% |
| 6M | -35.5% | -0.7% | -34.7% | -37.9% |
| YTD | -20.3% | +94.7% | -115.0% | -32.6% |
| 1Y | -49.3% | +106.0% | -155.3% | -59.7% |
| All | -49.3% | +106.0% | -155.3% | -59.7% |
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