-42.3%
MSTR vs URA
-32.2%
-10.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +5.9% |
| 7D | -1.8% | -10.5% | +8.7% | +7.1% |
| 30D | -13.3% | -18.6% | +5.3% | +1.8% |
| 3M | +46.0% | -23.0% | +69.0% | +78.9% |
| 6M | -22.4% | -40.3% | +17.8% | +13.4% |
| YTD | -6.2% | -23.5% | +17.3% | +12.0% |
| 1Y | -42.3% | -31.1% | -11.2% | -25.6% |
| All | -42.3% | -32.2% | -10.1% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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