+521.9%
MSTR vs URI
+1,243.8%
-721.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | -1.0% |
| 7D | -14.2% | +2.4% | -16.6% | -15.3% |
| 30D | -19.9% | +8.9% | -28.7% | -23.4% |
| 3M | +27.3% | +0.8% | +26.5% | +26.3% |
| 6M | -37.6% | +23.1% | -60.7% | -45.2% |
| YTD | -19.5% | +43.1% | -62.5% | -36.5% |
| 1Y | -47.1% | +35.7% | -82.8% | -57.1% |
| 3Y | +140.3% | +158.2% | -17.9% | +41.9% |
| 5Y | +49.5% | +212.6% | -163.1% | -19.8% |
| 10Y | +521.9% | +1,210.8% | -688.9% | +126.7% |
| All | +521.9% | +1,243.8% | -721.9% | +126.7% |
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