-46.5%
MSTR vs URA
-29.3%
-17.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.2% |
| 7D | -13.4% | -1.5% | -11.9% | -12.6% |
| 30D | -22.1% | -10.4% | -11.7% | -15.1% |
| 3M | +15.0% | -29.6% | +44.6% | +50.0% |
| 6M | -37.3% | -40.3% | +3.0% | -8.7% |
| YTD | -26.5% | -25.5% | -1.1% | -9.3% |
| 1Y | -46.5% | -26.4% | -20.1% | -33.5% |
| All | -46.5% | -29.3% | -17.2% | -33.5% |
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 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