+154.2%
MSTR vs UMC
+126.5%
+27.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.5% | -10.1% | -5.2% |
| 7D | -4.0% | -9.2% | +5.2% | -1.0% |
| 30D | -18.6% | -35.1% | +16.5% | -5.7% |
| 3M | +25.6% | -20.5% | +46.0% | +34.2% |
| 6M | -33.1% | -1.7% | -31.3% | -39.1% |
| YTD | -17.3% | +92.8% | -110.1% | -50.5% |
| 1Y | -48.1% | +104.5% | -152.6% | -70.2% |
| 3Y | +154.2% | +129.8% | +24.4% | +31.0% |
| All | +154.2% | +126.5% | +27.7% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling