+180.5%
MSTR vs UNP
+46.2%
+134.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.5% |
| 7D | -1.2% | -4.6% | +3.3% | +0.3% |
| 30D | -15.9% | +5.6% | -21.6% | -17.3% |
| 3M | +33.1% | -1.3% | +34.4% | +33.9% |
| 6M | -31.0% | +9.2% | -40.2% | -33.7% |
| YTD | -15.1% | +27.3% | -42.5% | -25.1% |
| 1Y | -45.6% | +35.9% | -81.6% | -54.1% |
| 3Y | +180.5% | +45.5% | +135.0% | +120.4% |
| All | +180.5% | +46.2% | +134.3% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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