+554.5%
MSTR vs URA
+307.1%
+247.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.8% | -6.6% |
| 7D | -4.0% | +4.3% | -8.2% | -6.7% |
| 30D | -18.6% | -11.7% | -6.9% | -11.8% |
| 3M | +25.6% | -23.5% | +49.1% | +49.3% |
| 6M | -33.1% | -37.8% | +4.7% | -9.6% |
| YTD | -17.3% | -19.6% | +2.3% | -5.4% |
| 1Y | -48.1% | -24.8% | -23.3% | -38.3% |
| 3Y | +154.2% | +47.0% | +107.2% | +85.4% |
| 5Y | +46.2% | +35.4% | +10.8% | +9.7% |
| 10Y | +554.5% | +302.3% | +252.2% | +200.6% |
| All | +554.5% | +307.1% | +247.4% | +200.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling