+570.4%
MSTR vs URI
+1,374.0%
-803.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | -1.2% | -9.8% | +8.6% | +3.9% |
| 30D | -15.9% | +1.7% | -17.7% | -16.6% |
| 3M | +33.1% | -9.1% | +42.2% | +39.3% |
| 6M | -31.0% | +9.9% | -40.8% | -35.6% |
| YTD | -15.1% | +31.2% | -46.4% | -29.7% |
| 1Y | -45.6% | +25.9% | -71.6% | -53.9% |
| 3Y | +180.5% | +147.4% | +33.1% | +71.5% |
| 5Y | +61.7% | +179.7% | -118.1% | -7.4% |
| All | +570.4% | +1,374.0% | -803.6% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling