+40.4%
MSTR vs URI
+203.0%
-162.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -1.5% |
| 7D | -13.4% | +6.7% | -20.1% | -17.7% |
| 30D | -22.1% | +8.9% | -30.9% | -27.1% |
| 3M | +15.0% | +0.5% | +14.4% | +13.6% |
| 6M | -37.3% | +20.7% | -58.0% | -47.8% |
| YTD | -26.5% | +40.0% | -66.6% | -48.8% |
| 1Y | -46.5% | +34.4% | -80.9% | -61.4% |
| 3Y | +121.1% | +149.5% | -28.4% | -12.7% |
| All | +40.4% | +203.0% | -162.6% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling