+311.4%
MSTR vs UMC
+172.9%
+138.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.0% | -4.5% | -5.7% |
| 7D | -11.5% | +17.8% | -29.3% | -17.2% |
| 30D | -24.8% | -29.6% | +4.8% | -14.4% |
| 3M | +20.6% | -18.4% | +39.0% | +28.4% |
| 6M | -38.0% | -0.1% | -37.8% | -41.6% |
| YTD | -24.7% | +104.0% | -128.7% | -48.3% |
| 1Y | -49.1% | +121.5% | -170.6% | -66.2% |
| 3Y | +124.7% | +135.0% | -10.3% | +45.8% |
| 5Y | +40.9% | +83.0% | -42.1% | +4.7% |
| 10Y | +481.5% | +1,312.7% | -831.2% | +97.0% |
| All | +311.4% | +172.9% | +138.5% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling