+570.4%
MSTR vs URA
+278.3%
+292.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -3.1% |
| 7D | -1.2% | -4.1% | +2.9% | +1.5% |
| 30D | -15.9% | -19.0% | +3.1% | -3.5% |
| 3M | +33.1% | -25.1% | +58.3% | +60.9% |
| 6M | -31.0% | -44.5% | +13.5% | +0.5% |
| YTD | -15.1% | -24.3% | +9.2% | +1.2% |
| 1Y | -45.6% | -28.1% | -17.5% | -33.3% |
| 3Y | +180.5% | +40.7% | +139.8% | +111.2% |
| 5Y | +61.7% | +35.5% | +26.2% | +23.9% |
| All | +570.4% | +278.3% | +292.2% | +224.5% |
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