+203.0%
MSTR vs UPS
+243.4%
-40.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.7% |
| 7D | +12.2% | -2.9% | +15.1% | +14.2% |
| 30D | +45.2% | -3.5% | +48.7% | +48.4% |
| 3M | +10.4% | -5.7% | +16.1% | +13.7% |
| 6M | -2.5% | -4.4% | +1.9% | -1.5% |
| YTD | -6.0% | +8.0% | -14.0% | -12.7% |
| 1Y | -56.4% | +29.0% | -85.4% | -63.8% |
| 3Y | +306.3% | -27.7% | +334.0% | +363.9% |
| 5Y | +100.5% | -34.3% | +134.8% | +148.9% |
| 10Y | +741.1% | +37.8% | +703.3% | +509.7% |
| All | +203.0% | +243.4% | -40.3% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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