+181.3%
MSTR vs URI
+136.1%
+45.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.1% | -2.2% | -5.3% |
| 7D | -8.7% | -12.9% | +4.2% | -1.4% |
| 30D | -21.4% | -3.4% | -18.0% | -19.9% |
| 3M | +31.4% | -10.0% | +41.5% | +39.0% |
| 6M | -30.8% | +12.2% | -43.0% | -37.4% |
| YTD | -14.9% | +29.8% | -44.7% | -33.0% |
| 1Y | -49.3% | +24.6% | -73.9% | -58.7% |
| All | +181.3% | +136.1% | +45.2% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling