+1,344.7%
MSTR vs URA
-53.7%
+1,398.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.3% | -4.0% | -6.3% |
| 7D | -8.7% | -13.3% | +4.6% | -0.8% |
| 30D | -21.4% | -25.9% | +4.5% | -6.4% |
| 3M | +31.4% | -27.8% | +59.2% | +58.9% |
| 6M | -30.8% | -42.8% | +12.0% | -5.0% |
| YTD | -14.9% | -27.5% | +12.6% | +2.5% |
| 1Y | -49.3% | -35.1% | -14.2% | -35.2% |
| 3Y | +184.8% | +31.1% | +153.8% | +136.9% |
| 5Y | +62.1% | +29.8% | +32.4% | +38.7% |
| 10Y | +580.0% | +265.1% | +314.8% | +252.8% |
| All | +1,344.7% | -53.7% | +1,398.4% | +1,465.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling