+181.3%
MSTR vs URA
+30.2%
+151.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.3% | -4.0% | -5.8% |
| 7D | -8.7% | -13.3% | +4.6% | +0.6% |
| 30D | -21.4% | -25.9% | +4.5% | -3.9% |
| 3M | +31.4% | -27.8% | +59.2% | +63.6% |
| 6M | -30.8% | -42.8% | +12.0% | -0.9% |
| YTD | -14.9% | -27.5% | +12.6% | +5.6% |
| 1Y | -49.3% | -35.1% | -14.2% | -33.0% |
| All | +181.3% | +30.2% | +151.1% | +140.0% |
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