+1,495.5%
MSTR vs URA
-31.1%
+1,526.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | +12.2% | +1.1% | +11.1% | +11.8% |
| 30D | +45.2% | +7.4% | +37.8% | +40.2% |
| 3M | +10.4% | -8.4% | +18.8% | +16.8% |
| 6M | -2.5% | -12.7% | +10.2% | +5.4% |
| YTD | -6.0% | +7.8% | -13.8% | -9.6% |
| 1Y | -56.4% | +19.5% | -75.9% | -61.3% |
| 3Y | +306.3% | +116.4% | +189.9% | +154.8% |
| 5Y | +100.5% | +134.3% | -33.8% | +25.3% |
| 10Y | +741.1% | +359.3% | +381.8% | +272.4% |
| All | +1,495.5% | -31.1% | +1,526.6% | +1,280.5% |
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 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