-59.6%
MSTR vs UMC
+235.1%
-294.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.0% | -6.8% | -3.6% |
| 7D | +7.7% | +13.6% | -5.9% | +4.9% |
| 30D | +36.3% | +20.8% | +15.6% | +31.0% |
| 3M | +13.4% | +16.1% | -2.7% | +6.4% |
| 6M | -4.5% | +137.3% | -141.8% | -26.9% |
| YTD | -12.7% | +193.8% | -206.4% | -40.2% |
| 1Y | -59.6% | +236.1% | -295.7% | -72.6% |
| All | -59.6% | +235.1% | -294.7% | -72.6% |
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