-46.5%
MSTR vs UMC
+117.0%
-163.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.2% | -2.0% |
| 7D | -13.4% | +11.2% | -24.6% | -15.3% |
| 30D | -22.1% | -28.0% | +6.0% | -17.4% |
| 3M | +15.0% | -20.5% | +35.5% | +19.5% |
| 6M | -37.3% | -1.6% | -35.7% | -39.3% |
| YTD | -26.5% | +99.4% | -125.9% | -35.2% |
| 1Y | -46.5% | +120.4% | -166.9% | -56.3% |
| All | -46.5% | +117.0% | -163.5% | -56.3% |
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