+308.9%
MSTR vs URA
+114.7%
+194.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.9% |
| 7D | +12.2% | +1.1% | +11.1% | +11.7% |
| 30D | +45.2% | +7.4% | +37.8% | +39.5% |
| 3M | +10.4% | -8.4% | +18.8% | +17.3% |
| 6M | -2.5% | -12.7% | +10.2% | +6.0% |
| YTD | -6.0% | +7.8% | -13.8% | -10.0% |
| 1Y | -56.4% | +19.5% | -75.9% | -62.1% |
| All | +308.9% | +114.7% | +194.1% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling